+130.1%
FDS vs URA
+266.3%
-136.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.5% |
| 7D | +1.5% | -1.5% | +3.0% | +1.6% |
| 30D | +14.8% | -10.4% | +25.2% | +16.2% |
| 3M | +16.3% | -29.6% | +45.9% | +21.4% |
| 6M | +66.2% | -40.3% | +106.5% | +76.9% |
| YTD | +16.2% | -25.5% | +41.7% | +17.3% |
| 1Y | +21.8% | -26.4% | +48.3% | +22.8% |
| 3Y | -23.9% | +31.4% | -55.3% | -35.5% |
| 5Y | -23.1% | +28.6% | -51.7% | -36.7% |
| All | +130.1% | +266.3% | -136.2% | +13.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling