+51.6%
FANG vs URA
+7.9%
+43.7%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | -0.5% |
| 7D | +2.9% | -5.5% | +8.4% | +2.4% |
| 30D | +2.6% | -3.7% | +6.3% | +2.4% |
| 3M | +7.6% | -2.9% | +10.5% | +7.7% |
| 6M | +17.3% | -15.2% | +32.6% | +17.2% |
| YTD | +38.7% | +1.9% | +36.8% | +40.1% |
| 1Y | +51.6% | +6.9% | +44.7% | +61.1% |
| All | +51.6% | +7.9% | +43.7% | +61.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling