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  • FIVE vs URA✓SelectedUSD · URAFIVE vs URA performance historyLatest closeAs of+5.10%09/04
Stock and ETF performance explorer

FIVE vs URA

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+851.7%
URA return
+60.0%
Excess return
+791.7%
Maximum drawdown
-76.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioURAExcessAlpha
1D+5.1%+0.8%+4.3%+4.8%
7D+4.3%+1.1%+3.2%+3.9%
30D+12.5%+7.4%+5.1%+9.8%
3M+31.2%-8.4%+39.6%+33.7%
6M+14.4%-12.7%+27.1%+17.3%
YTD+33.9%+7.8%+26.1%+26.4%
1Y+65.1%+19.5%+45.6%+48.3%
3Y+49.0%+116.4%-67.5%+4.4%
5Y+30.3%+134.3%-104.0%-16.0%
10Y+481.1%+359.3%+121.9%+158.4%
All+851.7%+60.0%+791.7%+436.9%

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