+143.3%
FN vs URA
+27.0%
+116.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -5.3% | -9.0% | -11.4% |
| 7D | -16.0% | -13.3% | -2.7% | -9.0% |
| 30D | -40.1% | -25.9% | -14.2% | -29.4% |
| 3M | -43.9% | -27.8% | -16.1% | -33.0% |
| 6M | -55.6% | -42.8% | -12.8% | -40.5% |
| YTD | -35.7% | -27.5% | -8.2% | -23.7% |
| 1Y | -39.8% | -35.1% | -4.7% | -24.6% |
| 3Y | +80.3% | +31.1% | +49.2% | +62.8% |
| 5Y | +143.3% | +29.8% | +113.5% | +104.7% |
| All | +143.3% | +27.0% | +116.3% | +104.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling