+49.0%
FND vs URA
+189.7%
-140.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.6% |
| 7D | -6.8% | -1.5% | -5.3% | -6.3% |
| 30D | +8.0% | -10.4% | +18.4% | +12.0% |
| 3M | -18.9% | -29.6% | +10.7% | -8.8% |
| 6M | +4.7% | -40.3% | +45.0% | +23.9% |
| YTD | -21.6% | -25.5% | +3.9% | -16.2% |
| 1Y | -22.0% | -26.4% | +4.4% | -16.6% |
| 3Y | -40.4% | +31.4% | -71.9% | -53.5% |
| 5Y | -63.8% | +28.6% | -92.4% | -72.8% |
| All | +49.0% | +189.7% | -140.7% | -40.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling