+2,612.4%
FN vs URA
-31.1%
+2,643.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.4% | +2.8% |
| 7D | -1.7% | +1.1% | -2.8% | -2.2% |
| 30D | -22.0% | +7.4% | -29.4% | -24.3% |
| 3M | -43.0% | -8.4% | -34.6% | -40.4% |
| 6M | -27.7% | -12.7% | -15.0% | -22.9% |
| YTD | -10.5% | +7.8% | -18.3% | -13.5% |
| 1Y | +12.5% | +19.5% | -7.0% | +3.7% |
| 3Y | +153.8% | +116.4% | +37.4% | +82.8% |
| 5Y | +288.0% | +134.3% | +153.7% | +154.7% |
| 10Y | +906.4% | +359.3% | +547.2% | +362.7% |
| All | +2,612.4% | -31.1% | +2,643.5% | +2,374.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling