+38.8%
AGG vs URA
-29.0%
+67.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.2% | -0.1% |
| 7D | +0.1% | +8.1% | -8.0% | +0.1% |
| 30D | -0.4% | +5.8% | -6.1% | -0.4% |
| 3M | -0.3% | +3.4% | -3.7% | -0.3% |
| 6M | -1.2% | -2.6% | +1.4% | -1.2% |
| YTD | -0.4% | +11.2% | -11.5% | -0.4% |
| 1Y | +0.4% | +19.8% | -19.4% | +0.3% |
| 3Y | +13.4% | +121.5% | -108.0% | +13.3% |
| 5Y | -1.4% | +134.5% | -135.9% | -1.5% |
| 10Y | +14.8% | +376.7% | -361.8% | +15.2% |
| All | +38.8% | -29.0% | +67.7% | +36.0% |
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 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