+2,105.4%
FIX vs URA
+128.0%
+1,977.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.5% |
| 7D | +6.0% | +1.1% | +5.0% | +5.4% |
| 30D | -7.2% | +7.4% | -14.6% | -10.5% |
| 3M | -15.9% | -8.4% | -7.5% | -12.8% |
| 6M | +12.7% | -12.7% | +25.5% | +19.2% |
| YTD | +72.8% | +7.8% | +65.0% | +66.3% |
| 1Y | +122.9% | +19.5% | +103.4% | +104.6% |
| 3Y | +774.3% | +116.4% | +657.9% | +543.7% |
| All | +2,105.4% | +128.0% | +1,977.4% | +1,449.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling