+67.3%
F vs URA
+266.3%
-198.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.6% |
| 7D | -3.1% | -1.5% | -1.6% | -2.7% |
| 30D | 0.0% | -10.4% | +10.4% | +3.3% |
| 3M | -13.2% | -29.6% | +16.4% | -3.5% |
| 6M | -10.2% | -40.3% | +30.1% | +4.6% |
| YTD | -4.9% | -25.5% | +20.5% | +0.4% |
| 1Y | -6.1% | -26.4% | +20.3% | -0.8% |
| 3Y | +46.0% | +31.4% | +14.5% | +15.7% |
| 5Y | -15.7% | +28.6% | -44.3% | -35.7% |
| All | +67.3% | +266.3% | -198.9% | -31.9% |
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