+466.0%
FIVE vs URA
+356.0%
+110.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.8% | +4.3% | +4.8% |
| 7D | +4.3% | +1.1% | +3.2% | +3.8% |
| 30D | +12.5% | +7.4% | +5.1% | +9.7% |
| 3M | +31.2% | -8.4% | +39.6% | +33.8% |
| 6M | +14.4% | -12.7% | +27.1% | +17.4% |
| YTD | +33.9% | +7.8% | +26.1% | +25.8% |
| 1Y | +65.1% | +19.5% | +45.6% | +47.1% |
| 3Y | +49.0% | +116.4% | -67.5% | +1.3% |
| 5Y | +30.3% | +134.3% | -104.0% | -19.8% |
| All | +466.0% | +356.0% | +110.0% | +97.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling