-23.8%
FDS vs URA
+36.0%
-59.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.4% | -8.1% | -3.5% |
| 7D | -0.5% | -4.1% | +3.6% | -0.7% |
| 30D | +20.2% | -19.0% | +39.2% | +19.3% |
| 3M | +19.9% | -25.1% | +45.0% | +18.7% |
| 6M | +56.2% | -44.5% | +100.7% | +55.2% |
| YTD | +14.6% | -24.3% | +38.9% | +13.0% |
| 1Y | +31.6% | -28.1% | +59.7% | +30.0% |
| 3Y | -23.8% | +40.7% | -64.5% | -32.2% |
| All | -23.8% | +36.0% | -59.8% | -32.2% |
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