+46.1%
FE vs URA
+28.3%
+17.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.8% | +3.7% | +0.1% |
| 7D | -0.3% | +4.5% | -4.7% | -0.5% |
| 30D | +3.9% | -13.4% | +17.3% | +4.6% |
| 3M | -0.1% | -28.4% | +28.3% | +1.5% |
| 6M | +6.1% | -40.5% | +46.5% | +8.8% |
| YTD | +8.1% | -24.3% | +32.3% | +8.6% |
| 1Y | +4.4% | -28.8% | +33.2% | +5.3% |
| 3Y | +49.0% | +37.6% | +11.4% | +38.1% |
| 5Y | +46.1% | +30.7% | +15.4% | +35.4% |
| All | +46.1% | +28.3% | +17.8% | +35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling