-75.0%
FRSH vs URA
+111.1%
-186.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.4% | +1.1% |
| 7D | -6.6% | -5.5% | -1.1% | -5.1% |
| 30D | +2.1% | -3.7% | +5.8% | +2.8% |
| 3M | +29.0% | -2.9% | +31.9% | +28.5% |
| 6M | +48.6% | -15.2% | +63.9% | +52.0% |
| YTD | -2.9% | +1.9% | -4.8% | -9.9% |
| 1Y | -7.9% | +6.9% | -14.8% | -18.7% |
| 3Y | -46.5% | +99.6% | -146.1% | -67.6% |
| All | -75.0% | +111.1% | -186.1% | -86.5% |
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