-39.8%
FN vs URA
-35.1%
-4.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -5.3% | -9.0% | -10.1% |
| 7D | -16.0% | -13.3% | -2.7% | -5.6% |
| 30D | -40.1% | -25.9% | -14.2% | -24.2% |
| 3M | -43.9% | -27.8% | -16.1% | -27.9% |
| 6M | -55.6% | -42.8% | -12.8% | -33.2% |
| YTD | -35.7% | -27.5% | -8.2% | -26.6% |
| 1Y | -39.8% | -35.1% | -4.7% | -22.5% |
| All | -39.8% | -35.1% | -4.7% | -22.5% |
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