+227.1%
ACWI vs URA
+277.9%
-50.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.8% |
| 7D | -0.7% | +2.9% | -3.5% | -1.4% |
| 30D | -2.0% | -10.8% | +8.8% | +0.7% |
| 3M | -2.2% | -25.5% | +23.4% | +4.7% |
| 6M | +1.9% | -41.2% | +43.1% | +15.0% |
| YTD | +12.0% | -21.3% | +33.3% | +15.8% |
| 1Y | +12.5% | -25.7% | +38.2% | +17.8% |
| 3Y | +75.4% | +43.1% | +32.3% | +47.3% |
| 5Y | +61.5% | +35.6% | +25.9% | +32.6% |
| 10Y | +227.1% | +281.3% | -54.2% | +69.0% |
| All | +227.1% | +277.9% | -50.8% | +69.0% |
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