+141.3%
ED vs URA
+289.1%
-147.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.9% | +0.6% |
| 7D | +2.1% | +0.3% | +1.8% | +2.1% |
| 30D | +12.4% | -14.8% | +27.2% | +12.8% |
| 3M | +13.1% | -25.3% | +38.4% | +13.9% |
| 6M | +14.1% | -39.9% | +54.0% | +15.6% |
| YTD | +23.1% | -22.4% | +45.5% | +23.1% |
| 1Y | +25.4% | -29.0% | +54.4% | +25.9% |
| 3Y | +47.9% | +41.0% | +6.9% | +40.4% |
| 5Y | +81.9% | +38.3% | +43.5% | +70.5% |
| 10Y | +141.3% | +276.1% | -134.8% | +63.7% |
| All | +141.3% | +289.1% | -147.8% | +63.7% |
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