+743.6%
FN vs URA
+278.3%
+465.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +4.4% | +7.3% | +9.6% |
| 7D | 0.0% | -4.1% | +4.1% | +2.5% |
| 30D | -34.3% | -19.0% | -15.3% | -26.8% |
| 3M | -39.9% | -25.1% | -14.7% | -30.6% |
| 6M | -51.8% | -44.5% | -7.3% | -36.4% |
| YTD | -28.1% | -24.3% | -3.8% | -17.7% |
| 1Y | -29.1% | -28.1% | -1.0% | -16.5% |
| 3Y | +102.4% | +40.7% | +61.8% | +78.6% |
| 5Y | +171.7% | +35.5% | +136.2% | +132.3% |
| All | +743.6% | +278.3% | +465.3% | +412.8% |
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