-73.2%
FRSH vs URA
+123.4%
-196.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.8% | -5.5% | -5.0% |
| 7D | -8.2% | +1.1% | -9.2% | -8.5% |
| 30D | +10.5% | +7.4% | +3.1% | +7.7% |
| 3M | +32.7% | -8.4% | +41.1% | +34.8% |
| 6M | +50.3% | -12.7% | +63.0% | +52.4% |
| YTD | +3.9% | +7.8% | -3.9% | -5.1% |
| 1Y | -2.2% | +19.5% | -21.6% | -17.0% |
| 3Y | -42.9% | +116.4% | -159.3% | -66.5% |
| All | -73.2% | +123.4% | -196.6% | -85.7% |
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