+4.7%
FND vs URA
-39.5%
+44.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.1% |
| 7D | -4.4% | +2.9% | -7.3% | -5.1% |
| 30D | +14.5% | -10.8% | +25.3% | +17.7% |
| 3M | -15.6% | -25.5% | +9.9% | -9.4% |
| 6M | +4.7% | -41.2% | +45.9% | +19.8% |
| All | +4.7% | -39.5% | +44.2% | +19.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling