+51.6%
ED vs URA
+35.4%
+16.2%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.2% |
| 7D | +2.1% | -1.5% | +3.6% | +2.0% |
| 30D | +10.4% | -10.4% | +20.8% | +9.6% |
| 3M | +12.5% | -29.6% | +42.2% | +9.8% |
| 6M | +14.9% | -40.3% | +55.2% | +11.2% |
| YTD | +24.8% | -25.5% | +50.3% | +23.4% |
| 1Y | +23.8% | -26.4% | +50.3% | +22.4% |
| 3Y | +51.6% | +31.4% | +20.2% | +55.6% |
| All | +51.6% | +35.4% | +16.2% | +55.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling