+2.1%
M vs URA
+32.3%
-30.2%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +2.5% | +6.2% | +7.9% |
| 7D | +5.0% | +0.3% | +4.7% | +4.9% |
| 30D | +10.6% | -14.8% | +25.4% | +15.7% |
| 3M | +1.6% | -25.3% | +26.9% | +10.0% |
| 6M | +30.8% | -39.9% | +70.8% | +50.3% |
| YTD | +16.9% | -22.4% | +39.3% | +19.7% |
| 1Y | +26.3% | -29.0% | +55.2% | +32.8% |
| 3Y | +158.6% | +41.0% | +117.6% | +90.2% |
| 5Y | +2.1% | +38.3% | -36.2% | -26.4% |
| All | +2.1% | +32.3% | -30.2% | -26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling