-15.8%
F vs URA
+33.4%
-49.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.4% | -5.1% | -1.9% |
| 7D | +1.6% | -4.1% | +5.7% | +2.6% |
| 30D | +2.6% | -19.0% | +21.6% | +8.5% |
| 3M | -8.8% | -25.1% | +16.3% | -1.8% |
| 6M | +4.6% | -44.5% | +49.1% | +21.9% |
| YTD | -1.9% | -24.3% | +22.4% | +2.4% |
| 1Y | -0.8% | -28.1% | +27.4% | +4.8% |
| 3Y | +43.5% | +40.7% | +2.8% | +10.8% |
| All | -15.8% | +33.4% | -49.2% | -38.6% |
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