+160.3%
FN vs URA
+114.7%
+45.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.4% | +2.7% |
| 7D | -1.7% | +1.1% | -2.8% | -2.4% |
| 30D | -22.0% | +7.4% | -29.4% | -25.3% |
| 3M | -43.0% | -8.4% | -34.6% | -39.7% |
| 6M | -27.7% | -12.7% | -15.0% | -21.9% |
| YTD | -10.5% | +7.8% | -18.3% | -15.9% |
| 1Y | +12.5% | +19.5% | -7.0% | -2.1% |
| All | +160.3% | +114.7% | +45.6% | +66.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling