+50.0%
FANG vs URA
+101.1%
-51.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | +0.1% |
| 7D | +2.9% | -5.5% | +8.4% | +3.3% |
| 30D | +2.6% | -3.7% | +6.3% | +2.8% |
| 3M | +7.6% | -2.9% | +10.5% | +7.6% |
| 6M | +17.3% | -15.2% | +32.6% | +18.4% |
| YTD | +38.7% | +1.9% | +36.8% | +34.6% |
| 1Y | +51.6% | +6.9% | +44.7% | +43.4% |
| 3Y | +50.0% | +99.6% | -49.6% | +16.5% |
| All | +50.0% | +101.1% | -51.1% | +16.5% |
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