+286.6%
ED vs URA
-31.1%
+317.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.4% |
| 7D | -0.2% | +1.1% | -1.3% | -0.2% |
| 30D | -0.1% | +7.4% | -7.5% | -0.5% |
| 3M | +3.9% | -8.4% | +12.3% | +4.2% |
| 6M | -3.0% | -12.7% | +9.7% | -2.7% |
| YTD | +10.7% | +7.8% | +2.9% | +9.5% |
| 1Y | +13.3% | +19.5% | -6.1% | +10.9% |
| 3Y | +34.5% | +116.4% | -81.9% | +24.3% |
| 5Y | +67.1% | +134.3% | -67.1% | +50.8% |
| 10Y | +103.0% | +359.3% | -256.2% | +64.7% |
| All | +286.6% | -31.1% | +317.7% | +259.6% |
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 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