+317.0%
FWONK vs URA
+346.2%
-29.2%
-57.7%
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% | +0.9% |
| 7D | +0.1% | -5.5% | +5.6% | +1.3% |
| 30D | -7.7% | -3.7% | -4.0% | -7.2% |
| 3M | +5.7% | -2.9% | +8.6% | +5.7% |
| 6M | +13.5% | -15.2% | +28.7% | +16.0% |
| YTD | -3.0% | +1.9% | -4.8% | -6.4% |
| 1Y | -6.4% | +6.9% | -13.3% | -12.1% |
| 3Y | +43.8% | +99.6% | -55.8% | +8.4% |
| 5Y | +98.6% | +101.2% | -2.6% | +40.8% |
| All | +317.0% | +346.2% | -29.2% | +81.9% |
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