+164.9%
FE vs URA
-53.7%
+218.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.3% | +5.1% | +0.4% |
| 7D | +0.6% | -13.3% | +13.8% | +2.1% |
| 30D | +6.4% | -25.9% | +32.3% | +9.9% |
| 3M | -0.5% | -27.8% | +27.3% | +2.9% |
| 6M | +4.7% | -42.8% | +47.6% | +10.7% |
| YTD | +8.4% | -27.5% | +35.9% | +10.5% |
| 1Y | +7.2% | -35.1% | +42.4% | +10.6% |
| 3Y | +44.9% | +31.1% | +13.8% | +32.4% |
| 5Y | +46.3% | +29.8% | +16.5% | +30.8% |
| 10Y | +110.3% | +265.1% | -154.9% | +47.4% |
| All | +164.9% | -53.7% | +218.5% | +133.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling