-27.6%
FDS vs URA
+114.7%
-142.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.8% | -4.3% | -3.5% |
| 7D | -1.9% | +1.1% | -3.0% | -1.9% |
| 30D | +9.0% | +7.4% | +1.6% | +9.2% |
| 3M | +18.9% | -8.4% | +27.2% | +19.4% |
| 6M | +35.1% | -12.7% | +47.8% | +35.6% |
| YTD | +5.5% | +7.8% | -2.3% | +5.2% |
| 1Y | -16.8% | +19.5% | -36.3% | -18.4% |
| All | -27.6% | +114.7% | -142.3% | -36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling