+120.9%
FE vs URA
+289.1%
-168.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -0.1% |
| 7D | -0.5% | +0.3% | -0.8% | -0.6% |
| 30D | +4.3% | -14.8% | +19.1% | +5.8% |
| 3M | +0.4% | -25.3% | +25.7% | +3.0% |
| 6M | +6.9% | -39.9% | +46.9% | +11.7% |
| YTD | +8.0% | -22.4% | +30.4% | +9.0% |
| 1Y | +4.8% | -29.0% | +33.8% | +6.6% |
| 3Y | +49.0% | +41.0% | +8.0% | +35.2% |
| 5Y | +46.2% | +38.3% | +7.9% | +30.2% |
| 10Y | +120.9% | +276.1% | -155.2% | +33.9% |
| All | +120.9% | +289.1% | -168.2% | +33.9% |
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