+46.0%
F vs URA
+114.7%
-68.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.3% |
| 7D | +5.3% | +1.1% | +4.3% | +5.1% |
| 30D | +4.6% | +7.4% | -2.8% | +3.1% |
| 3M | -3.7% | -8.4% | +4.7% | -2.3% |
| 6M | +16.8% | -12.7% | +29.5% | +18.8% |
| YTD | +15.3% | +7.8% | +7.5% | +11.8% |
| 1Y | +31.0% | +19.5% | +11.6% | +22.6% |
| All | +46.0% | +114.7% | -68.7% | +11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling