+81.3%
FN vs URA
+30.2%
+51.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -5.3% | -9.0% | -10.8% |
| 7D | -16.0% | -13.3% | -2.7% | -7.3% |
| 30D | -40.1% | -25.9% | -14.2% | -26.8% |
| 3M | -43.9% | -27.8% | -16.1% | -30.4% |
| 6M | -55.6% | -42.8% | -12.8% | -36.7% |
| YTD | -35.7% | -27.5% | -8.2% | -21.9% |
| 1Y | -39.8% | -35.1% | -4.7% | -21.7% |
| All | +81.3% | +30.2% | +51.1% | +48.9% |
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 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