+226.2%
FANG vs URA
+97.7%
+128.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.0% | +5.3% | +2.3% |
| 7D | +1.2% | -1.5% | +2.7% | +1.5% |
| 30D | +2.4% | -0.4% | +2.8% | +2.1% |
| 3M | +5.1% | +6.3% | -1.2% | +2.3% |
| 6M | +16.4% | -14.0% | +30.4% | +18.2% |
| YTD | +39.0% | +5.3% | +33.6% | +30.3% |
| 1Y | +50.6% | +11.7% | +39.0% | +34.9% |
| 3Y | +46.9% | +109.8% | -62.9% | -4.8% |
| All | +226.2% | +97.7% | +128.6% | +109.7% |
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