+61.2%
FIVE vs URA
-32.2%
+93.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.1% | +7.8% | +6.9% |
| 7D | +7.5% | -10.5% | +18.0% | +9.6% |
| 30D | +16.7% | -18.6% | +35.3% | +20.9% |
| 3M | +13.4% | -23.0% | +36.4% | +18.6% |
| 6M | +9.0% | -40.3% | +49.3% | +19.4% |
| YTD | +33.8% | -23.5% | +57.3% | +34.3% |
| 1Y | +61.2% | -31.1% | +92.3% | +66.1% |
| All | +61.2% | -32.2% | +93.3% | +66.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling