+810.4%
FIVE vs URA
+7.6%
+802.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.3% | +1.0% | -2.6% |
| 7D | -1.7% | -13.3% | +11.5% | +2.8% |
| 30D | +14.9% | -25.9% | +40.8% | +26.1% |
| 3M | +7.6% | -27.8% | +35.4% | +18.6% |
| 6M | +6.4% | -42.8% | +49.3% | +24.8% |
| YTD | +28.1% | -27.5% | +55.6% | +36.5% |
| 1Y | +54.7% | -35.1% | +89.8% | +70.4% |
| 3Y | +36.1% | +31.1% | +5.0% | +12.1% |
| 5Y | +14.9% | +29.8% | -14.9% | -8.7% |
| 10Y | +578.8% | +265.1% | +313.7% | +226.1% |
| All | +810.4% | +7.6% | +802.8% | +479.9% |
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 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