+44.5%
F vs URA
+30.2%
+14.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.3% | +4.2% | -0.1% |
| 7D | +1.4% | -13.3% | +14.6% | +4.0% |
| 30D | +2.0% | -25.9% | +27.9% | +7.7% |
| 3M | -10.4% | -27.8% | +17.4% | -5.1% |
| 6M | +9.7% | -42.8% | +52.6% | +20.8% |
| YTD | -1.2% | -27.5% | +26.3% | +3.1% |
| 1Y | 0.0% | -35.1% | +35.2% | +6.2% |
| All | +44.5% | +30.2% | +14.3% | +29.5% |
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