+222.7%
B vs URA
+277.9%
-55.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -2.1% |
| 7D | -2.7% | +2.9% | -5.5% | -3.7% |
| 30D | -4.3% | -10.8% | +6.5% | -0.7% |
| 3M | -2.3% | -25.5% | +23.2% | +7.6% |
| 6M | -16.2% | -41.2% | +25.0% | -0.5% |
| YTD | -8.8% | -21.3% | +12.4% | -0.9% |
| 1Y | +11.4% | -25.7% | +37.1% | +22.7% |
| 3Y | +174.3% | +43.1% | +131.2% | +145.0% |
| 5Y | +116.2% | +35.6% | +80.6% | +89.4% |
| 10Y | +222.7% | +281.3% | -58.6% | +65.6% |
| All | +222.7% | +277.9% | -55.2% | +65.6% |
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