+31.6%
FDS vs URA
-32.2%
+63.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.1% | +3.9% | +2.7% |
| 7D | +9.4% | -10.5% | +20.0% | +7.7% |
| 30D | +23.8% | -18.6% | +42.4% | +20.6% |
| 3M | +25.1% | -23.0% | +48.2% | +21.3% |
| 6M | +53.8% | -40.3% | +94.1% | +48.0% |
| YTD | +19.6% | -23.5% | +43.0% | +18.2% |
| 1Y | +31.6% | -31.1% | +62.8% | +29.3% |
| All | +31.6% | -32.2% | +63.8% | +29.3% |
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