+78.3%
FDS vs URA
+371.9%
-293.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.1% | -7.4% | -4.7% |
| 7D | -5.4% | +8.1% | -13.5% | -6.5% |
| 30D | +1.6% | +5.8% | -4.2% | +0.6% |
| 3M | +17.7% | +3.4% | +14.3% | +16.5% |
| 6M | +29.1% | -2.6% | +31.7% | +27.7% |
| YTD | +1.0% | +11.2% | -10.2% | -3.3% |
| 1Y | -21.6% | +19.8% | -41.5% | -27.3% |
| 3Y | -30.1% | +121.5% | -151.6% | -45.7% |
| 5Y | -20.7% | +134.5% | -155.2% | -42.2% |
| 10Y | +78.3% | +376.7% | -298.4% | -11.3% |
| All | +78.3% | +371.9% | -293.6% | -11.3% |
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 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