+894.6%
FIX vs URA
+27.0%
+867.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -5.3% | -6.3% | -8.9% |
| 7D | -27.2% | -13.3% | -14.0% | -21.5% |
| 30D | -46.9% | -25.9% | -21.0% | -38.1% |
| 3M | -44.4% | -27.8% | -16.7% | -34.8% |
| 6M | -50.9% | -42.8% | -8.1% | -35.7% |
| YTD | +3.5% | -27.5% | +31.0% | +20.9% |
| 1Y | -2.1% | -35.1% | +33.0% | +20.1% |
| 3Y | +418.7% | +31.1% | +387.7% | +364.6% |
| 5Y | +894.6% | +29.8% | +864.8% | +732.7% |
| All | +894.6% | +27.0% | +867.6% | +732.7% |
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 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