-47.5%
FND vs URA
+117.9%
-165.4%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.6% |
| 7D | -5.2% | +1.1% | -6.3% | -5.4% |
| 30D | -19.9% | +7.4% | -27.3% | -21.1% |
| 3M | +2.7% | -8.4% | +11.1% | +4.1% |
| 6M | -21.7% | -12.7% | -9.0% | -20.3% |
| YTD | -17.5% | +7.8% | -25.3% | -19.6% |
| 1Y | -39.3% | +19.5% | -58.8% | -42.4% |
| All | -47.5% | +117.9% | -165.4% | -58.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling