+173.5%
FN vs URA
+33.4%
+140.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +4.4% | +7.3% | +9.3% |
| 7D | 0.0% | -4.1% | +4.1% | +2.8% |
| 30D | -34.3% | -19.0% | -15.3% | -25.8% |
| 3M | -39.9% | -25.1% | -14.7% | -29.4% |
| 6M | -51.8% | -44.5% | -7.3% | -34.4% |
| YTD | -28.1% | -24.3% | -3.8% | -16.5% |
| 1Y | -29.1% | -28.1% | -1.0% | -15.2% |
| 3Y | +102.4% | +40.7% | +61.8% | +76.9% |
| All | +173.5% | +33.4% | +140.1% | +130.4% |
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