+48.6%
FE vs URA
+25.3%
+23.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.8% | -0.7% |
| 7D | 0.0% | -4.1% | +4.1% | +0.2% |
| 30D | +5.2% | -19.0% | +24.2% | +6.2% |
| 3M | 0.0% | -25.1% | +25.1% | +1.3% |
| 6M | +5.0% | -44.5% | +49.5% | +8.1% |
| YTD | +7.9% | -24.3% | +32.2% | +8.4% |
| 1Y | +6.3% | -28.1% | +34.5% | +7.1% |
| 3Y | +46.0% | +40.7% | +5.3% | +35.2% |
| All | +48.6% | +25.3% | +23.2% | +37.3% |
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