+12.5%
A vs URA
+33.4%
-20.9%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.4% | -2.7% | +0.9% |
| 7D | -0.1% | -4.1% | +4.1% | +0.7% |
| 30D | +3.4% | -19.0% | +22.4% | +7.3% |
| 3M | +23.8% | -25.1% | +49.0% | +30.1% |
| 6M | +49.0% | -44.5% | +93.5% | +64.5% |
| YTD | +29.4% | -24.3% | +53.7% | +32.6% |
| 1Y | +19.4% | -28.1% | +47.5% | +23.3% |
| 3Y | +66.2% | +40.7% | +25.5% | +39.2% |
| All | +12.5% | +33.4% | -20.9% | -11.9% |
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