+237.8%
A vs URA
+371.9%
-134.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.1% | -5.8% | -3.3% |
| 7D | -2.1% | +8.1% | -10.2% | -3.7% |
| 30D | +0.6% | +5.8% | -5.2% | -0.7% |
| 3M | +10.9% | +3.4% | +7.4% | +9.6% |
| 6M | +28.2% | -2.6% | +30.8% | +27.2% |
| YTD | +8.6% | +11.2% | -2.6% | +3.6% |
| 1Y | +15.5% | +19.8% | -4.3% | +6.8% |
| 3Y | +31.8% | +121.5% | -89.7% | +0.7% |
| 5Y | -14.9% | +134.5% | -149.3% | -38.7% |
| 10Y | +237.8% | +376.7% | -138.9% | +80.3% |
| All | +237.8% | +371.9% | -134.1% | +80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded URA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling