+60.5%
FND vs URA
+201.7%
-141.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.5% | -2.1% | -0.5% |
| 7D | +6.8% | +0.3% | +6.5% | +6.6% |
| 30D | +13.1% | -14.8% | +27.8% | +19.3% |
| 3M | -13.1% | -25.3% | +12.2% | -4.3% |
| 6M | -0.6% | -39.9% | +39.4% | +17.3% |
| YTD | -15.5% | -22.4% | +6.9% | -11.0% |
| 1Y | -13.7% | -29.0% | +15.3% | -6.5% |
| 3Y | -35.0% | +41.0% | -76.0% | -50.7% |
| 5Y | -60.1% | +38.3% | -98.4% | -70.9% |
| All | +60.5% | +201.7% | -141.2% | -36.7% |
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