+313.1%
A vs URA
+278.3%
+34.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.4% | -2.7% | +0.8% |
| 7D | -0.1% | -4.1% | +4.1% | +0.8% |
| 30D | +3.4% | -19.0% | +22.4% | +7.9% |
| 3M | +23.8% | -25.1% | +49.0% | +31.1% |
| 6M | +49.0% | -44.5% | +93.5% | +66.8% |
| YTD | +29.4% | -24.3% | +53.7% | +33.5% |
| 1Y | +19.4% | -28.1% | +47.5% | +24.2% |
| 3Y | +66.2% | +40.7% | +25.5% | +40.2% |
| 5Y | +15.8% | +35.5% | -19.7% | -4.8% |
| All | +313.1% | +278.3% | +34.9% | +114.6% |
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