-3.5%
F vs URA
-26.7%
+23.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.5% |
| 7D | -2.1% | +2.9% | -5.0% | -2.7% |
| 30D | +3.3% | -10.8% | +14.1% | +5.3% |
| 3M | -11.3% | -25.5% | +14.2% | -6.7% |
| 6M | +5.3% | -41.2% | +46.5% | +15.8% |
| YTD | -2.2% | -21.3% | +19.0% | -0.3% |
| 1Y | -3.5% | -25.7% | +22.2% | -1.0% |
| All | -3.5% | -26.7% | +23.2% | -1.0% |
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