+655.5%
FN vs URA
+262.4%
+393.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -5.3% | -9.0% | -11.8% |
| 7D | -16.0% | -13.3% | -2.7% | -9.8% |
| 30D | -40.1% | -25.9% | -14.2% | -30.6% |
| 3M | -43.9% | -27.8% | -16.1% | -34.2% |
| 6M | -55.6% | -42.8% | -12.8% | -42.2% |
| YTD | -35.7% | -27.5% | -8.2% | -24.9% |
| 1Y | -39.8% | -35.1% | -4.7% | -26.0% |
| 3Y | +80.3% | +31.1% | +49.2% | +63.6% |
| 5Y | +143.3% | +29.8% | +113.5% | +112.0% |
| All | +655.5% | +262.4% | +393.1% | +368.0% |
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