+3,759.0%
FIX vs URA
+277.9%
+3,481.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.5% | +3.6% | +4.4% |
| 7D | +6.4% | +2.9% | +3.6% | +5.5% |
| 30D | -29.1% | -10.8% | -18.3% | -24.8% |
| 3M | -31.1% | -25.5% | -5.6% | -21.4% |
| 6M | -42.8% | -41.2% | -1.6% | -27.7% |
| YTD | +24.6% | -21.3% | +45.9% | +38.7% |
| 1Y | +21.9% | -25.7% | +47.7% | +39.1% |
| 3Y | +524.9% | +43.1% | +481.9% | +441.4% |
| 5Y | +1,092.2% | +35.6% | +1,056.6% | +908.2% |
| 10Y | +3,759.0% | +281.3% | +3,477.7% | +1,893.7% |
| All | +3,759.0% | +277.9% | +3,481.1% | +1,893.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling