+72.2%
F vs URA
+289.1%
-216.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.5% | -3.8% | -2.1% |
| 7D | -0.2% | +0.3% | -0.5% | -0.5% |
| 30D | +0.9% | -14.8% | +15.7% | +5.9% |
| 3M | -11.3% | -25.3% | +14.0% | -3.3% |
| 6M | +2.0% | -39.9% | +41.9% | +18.5% |
| YTD | -3.2% | -22.4% | +19.3% | +1.0% |
| 1Y | -3.5% | -29.0% | +25.5% | +3.4% |
| 3Y | +48.1% | +41.0% | +7.1% | +14.5% |
| 5Y | -13.5% | +38.3% | -51.8% | -35.7% |
| 10Y | +72.2% | +276.1% | -203.9% | -30.1% |
| All | +72.2% | +289.1% | -216.9% | -30.1% |
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 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