+380.6%
ACWI vs URA
-31.1%
+411.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | +0.5% | +1.1% | -0.6% | +0.2% |
| 30D | +0.9% | +7.4% | -6.5% | -1.3% |
| 3M | +2.4% | -8.4% | +10.8% | +4.2% |
| 6M | +12.4% | -12.7% | +25.1% | +15.0% |
| YTD | +15.2% | +7.8% | +7.4% | +10.2% |
| 1Y | +22.7% | +19.5% | +3.3% | +12.5% |
| 3Y | +75.8% | +116.4% | -40.6% | +30.5% |
| 5Y | +67.7% | +134.3% | -66.6% | +15.5% |
| 10Y | +229.0% | +359.3% | -130.3% | +68.7% |
| All | +380.6% | -31.1% | +411.7% | +300.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling