+2,174.6%
FN vs URA
-51.1%
+2,225.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.1% | -4.9% | -5.5% |
| 7D | -7.0% | -10.5% | +3.5% | -2.1% |
| 30D | -24.7% | -18.6% | -6.1% | -17.0% |
| 3M | -35.7% | -23.0% | -12.6% | -27.4% |
| 6M | -52.4% | -40.3% | -12.1% | -39.9% |
| YTD | -25.0% | -23.5% | -1.5% | -15.3% |
| 1Y | -25.7% | -31.1% | +5.4% | -11.9% |
| 3Y | +110.2% | +38.3% | +71.9% | +84.6% |
| 5Y | +192.3% | +34.6% | +157.7% | +147.4% |
| 10Y | +812.3% | +285.4% | +526.9% | +358.2% |
| All | +2,174.6% | -51.1% | +2,225.7% | +2,324.1% |
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