+4.7%
FE vs URA
-44.2%
+49.0%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.3% | +5.1% | -0.3% |
| 7D | +0.6% | -13.3% | +13.8% | +0.1% |
| 30D | +6.4% | -25.9% | +32.3% | +5.7% |
| 3M | -0.5% | -27.8% | +27.3% | -1.1% |
| 6M | +4.7% | -42.8% | +47.6% | +3.4% |
| All | +4.7% | -44.2% | +49.0% | +3.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling