-15.1%
F vs URA
+33.1%
-48.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.2% | -5.5% | -1.1% |
| 7D | -0.6% | +4.3% | -4.9% | -1.9% |
| 30D | +2.9% | -11.7% | +14.6% | +6.2% |
| 3M | -9.5% | -23.5% | +14.1% | -3.0% |
| 6M | +4.0% | -37.8% | +41.8% | +17.3% |
| YTD | -1.3% | -19.6% | +18.4% | +1.3% |
| 1Y | -1.9% | -24.8% | +22.8% | +2.3% |
| 3Y | +53.5% | +47.0% | +6.5% | +17.4% |
| 5Y | -15.1% | +35.4% | -50.5% | -39.1% |
| All | -15.1% | +33.1% | -48.2% | -39.1% |
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