+46.3%
FE vs URA
+33.4%
+12.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.4% | -5.8% | -1.6% |
| 7D | -1.0% | -4.1% | +3.1% | -0.8% |
| 30D | +4.1% | -19.0% | +23.2% | +5.2% |
| 3M | -1.0% | -25.1% | +24.1% | +0.3% |
| 6M | +4.0% | -44.5% | +48.5% | +7.0% |
| YTD | +6.8% | -24.3% | +31.1% | +7.3% |
| 1Y | +5.3% | -28.1% | +33.4% | +6.1% |
| 3Y | +44.6% | +40.7% | +3.9% | +33.9% |
| All | +46.3% | +33.4% | +12.9% | +35.1% |
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