-73.4%
FRSH vs URA
+54.4%
-127.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.5% |
| 7D | +4.6% | -1.5% | +6.2% | +4.9% |
| 30D | -7.5% | -10.4% | +3.0% | -4.8% |
| 3M | -0.1% | -29.6% | +29.6% | +9.7% |
| 6M | +54.5% | -40.3% | +94.8% | +76.6% |
| YTD | +3.4% | -25.5% | +28.9% | +4.6% |
| 1Y | +6.4% | -26.4% | +32.8% | +7.5% |
| 3Y | -26.3% | +31.4% | -57.7% | -48.0% |
| 5Y | -66.4% | +28.6% | -95.0% | -80.8% |
| All | -73.4% | +54.4% | -127.8% | -84.3% |
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