+208.6%
B vs URA
+289.1%
-80.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.5% | -4.6% | -3.0% |
| 7D | +7.1% | +0.3% | +6.8% | +6.8% |
| 30D | -3.3% | -14.8% | +11.4% | +1.8% |
| 3M | -2.5% | -25.3% | +22.8% | +7.1% |
| 6M | -7.2% | -39.9% | +32.7% | +9.4% |
| YTD | -7.4% | -22.4% | +15.1% | +1.1% |
| 1Y | +16.4% | -29.0% | +45.4% | +29.9% |
| 3Y | +178.7% | +41.0% | +137.7% | +150.0% |
| 5Y | +121.7% | +38.3% | +83.4% | +93.4% |
| 10Y | +208.6% | +276.1% | -67.4% | +55.7% |
| All | +208.6% | +289.1% | -80.4% | +55.7% |
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 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