+79.8%
F vs URA
+278.3%
-198.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.4% | -5.1% | -2.1% |
| 7D | +1.6% | -4.1% | +5.7% | +2.8% |
| 30D | +2.6% | -19.0% | +21.6% | +9.5% |
| 3M | -8.8% | -25.1% | +16.3% | -0.6% |
| 6M | +4.6% | -44.5% | +49.1% | +24.7% |
| YTD | -1.9% | -24.3% | +22.4% | +3.2% |
| 1Y | -0.8% | -28.1% | +27.4% | +5.7% |
| 3Y | +43.5% | +40.7% | +2.8% | +10.7% |
| 5Y | -12.1% | +35.5% | -47.5% | -34.2% |
| All | +79.8% | +278.3% | -198.4% | -27.6% |
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 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