+851.7%
FIVE vs URA
+60.0%
+791.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 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