+1,400.5%
FANG vs URA
+66.4%
+1,334.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.9% | -1.1% |
| 7D | -1.7% | +8.1% | -9.8% | -4.9% |
| 30D | +6.8% | +5.8% | +1.0% | +3.7% |
| 3M | +1.3% | +3.4% | -2.2% | -2.0% |
| 6M | +11.8% | -2.6% | +14.4% | +7.8% |
| YTD | +35.1% | +11.2% | +23.9% | +19.7% |
| 1Y | +48.9% | +19.8% | +29.1% | +22.8% |
| 3Y | +42.8% | +121.5% | -78.6% | -21.6% |
| 5Y | +230.3% | +134.5% | +95.8% | +62.3% |
| 10Y | +167.0% | +376.7% | -209.7% | -20.9% |
| All | +1,400.5% | +66.4% | +1,334.2% | +518.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling