+3,653.2%
FIX vs URA
+278.3%
+3,374.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.4% | +1.1% | +3.4% |
| 7D | -17.5% | -4.1% | -13.3% | -15.6% |
| 30D | -41.6% | -19.0% | -22.6% | -35.4% |
| 3M | -40.6% | -25.1% | -15.5% | -32.4% |
| 6M | -49.4% | -44.5% | -4.9% | -34.4% |
| YTD | +9.2% | -24.3% | +33.5% | +23.5% |
| 1Y | +6.5% | -28.1% | +34.6% | +23.2% |
| 3Y | +448.7% | +40.7% | +408.1% | +379.5% |
| 5Y | +948.7% | +35.5% | +913.3% | +787.6% |
| All | +3,653.2% | +278.3% | +3,374.9% | +1,872.2% |
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