+93.1%
ES vs URA
+277.9%
-184.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.2% |
| 7D | +0.1% | +2.9% | -2.8% | -0.2% |
| 30D | +6.7% | -10.8% | +17.5% | +7.6% |
| 3M | +0.3% | -25.5% | +25.9% | +2.5% |
| 6M | +7.4% | -41.2% | +48.6% | +11.7% |
| YTD | +8.4% | -21.3% | +29.7% | +9.3% |
| 1Y | +0.6% | -25.7% | +26.3% | +1.8% |
| 3Y | +50.6% | +43.1% | +7.6% | +39.8% |
| 5Y | +4.8% | +35.6% | -30.8% | -3.9% |
| 10Y | +93.1% | +281.3% | -188.2% | +20.4% |
| All | +93.1% | +277.9% | -184.8% | +20.4% |
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