+327.2%
ED vs URA
-51.6%
+378.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.4% | -6.8% | -2.6% |
| 7D | +1.6% | -4.1% | +5.8% | +1.8% |
| 30D | +13.3% | -19.0% | +32.3% | +14.3% |
| 3M | +9.7% | -25.1% | +34.9% | +11.0% |
| 6M | +12.8% | -44.5% | +57.3% | +15.6% |
| YTD | +22.3% | -24.3% | +46.6% | +22.8% |
| 1Y | +26.3% | -28.1% | +54.4% | +27.0% |
| 3Y | +45.0% | +40.7% | +4.4% | +37.1% |
| 5Y | +80.2% | +35.5% | +44.7% | +68.4% |
| 10Y | +129.9% | +281.2% | -151.3% | +86.6% |
| All | +327.2% | -51.6% | +378.8% | +303.2% |
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