+13.6%
FIVE vs URA
+33.4%
-19.7%
-74.5%
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% | -1.7% |
| 7D | -0.3% | -4.1% | +3.8% | +0.9% |
| 30D | +17.7% | -19.0% | +36.7% | +24.9% |
| 3M | +4.0% | -25.1% | +29.1% | +12.6% |
| 6M | +2.6% | -44.5% | +47.1% | +20.7% |
| YTD | +27.6% | -24.3% | +51.9% | +33.1% |
| 1Y | +59.9% | -28.1% | +88.1% | +69.0% |
| 3Y | +35.8% | +40.7% | -4.9% | +6.4% |
| All | +13.6% | +33.4% | -19.7% | -14.4% |
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 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