+17.2%
ES vs URA
+17.2%
-0.1%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.6% |
| 7D | +0.3% | +1.1% | -0.8% | +0.3% |
| 30D | -2.0% | +7.4% | -9.4% | -2.1% |
| 3M | +1.7% | -8.4% | +10.1% | +2.1% |
| 6M | -3.5% | -12.7% | +9.2% | -3.1% |
| YTD | +7.9% | +7.8% | +0.1% | +7.4% |
| 1Y | +17.2% | +19.5% | -2.3% | +12.1% |
| All | +17.2% | +17.2% | -0.1% | +12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling