+36.6%
FIVE vs URA
+128.0%
-91.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.8% | +4.3% | +4.9% |
| 7D | +4.3% | +1.1% | +3.2% | +3.9% |
| 30D | +12.5% | +7.4% | +5.1% | +10.2% |
| 3M | +31.2% | -8.4% | +39.6% | +33.4% |
| 6M | +14.4% | -12.7% | +27.1% | +17.0% |
| YTD | +33.9% | +7.8% | +26.1% | +27.2% |
| 1Y | +65.1% | +19.5% | +45.6% | +49.9% |
| 3Y | +49.0% | +116.4% | -67.5% | +7.7% |
| All | +36.6% | +128.0% | -91.4% | -5.7% |
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