-29.1%
FN vs URA
-31.4%
+2.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +4.4% | +7.3% | +8.1% |
| 7D | 0.0% | -4.1% | +4.1% | +4.0% |
| 30D | -34.3% | -19.0% | -15.3% | -22.0% |
| 3M | -39.9% | -25.1% | -14.7% | -24.8% |
| 6M | -51.8% | -44.5% | -7.3% | -26.4% |
| YTD | -28.1% | -24.3% | -3.8% | -20.9% |
| 1Y | -29.1% | -28.1% | -1.0% | -16.9% |
| All | -29.1% | -31.4% | +2.3% | -16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling