-11.4%
F vs URA
+27.0%
-38.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.3% | +4.2% | +0.4% |
| 7D | +1.4% | -13.3% | +14.6% | +5.4% |
| 30D | +2.0% | -25.9% | +27.9% | +10.7% |
| 3M | -10.4% | -27.8% | +17.4% | -2.4% |
| 6M | +9.7% | -42.8% | +52.6% | +26.8% |
| YTD | -1.2% | -27.5% | +26.3% | +4.4% |
| 1Y | 0.0% | -35.1% | +35.2% | +9.0% |
| 3Y | +41.1% | +31.1% | +10.0% | +11.4% |
| 5Y | -11.4% | +29.8% | -41.2% | -35.5% |
| All | -11.4% | +27.0% | -38.4% | -35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling