-12.0%
A vs URA
+128.0%
-140.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | -1.9% | +1.1% | -3.0% | -2.1% |
| 30D | +6.9% | +7.4% | -0.5% | +5.6% |
| 3M | +9.2% | -8.4% | +17.6% | +10.5% |
| 6M | +25.7% | -12.7% | +38.4% | +27.4% |
| YTD | +11.5% | +7.8% | +3.7% | +7.9% |
| 1Y | +18.4% | +19.5% | -1.1% | +10.7% |
| 3Y | +26.6% | +116.4% | -89.8% | +0.2% |
| All | -12.0% | +128.0% | -140.0% | -32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling