+475.8%
NDAQ vs URA
+289.1%
+186.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.5% | +0.2% | +2.3% |
| 7D | +2.9% | +0.3% | +2.5% | +2.8% |
| 30D | +17.5% | -14.8% | +32.3% | +20.7% |
| 3M | +15.4% | -25.3% | +40.8% | +21.1% |
| 6M | +24.6% | -39.9% | +64.5% | +35.3% |
| YTD | +14.4% | -22.4% | +36.8% | +16.4% |
| 1Y | +26.9% | -29.0% | +55.9% | +31.2% |
| 3Y | +119.8% | +41.0% | +78.8% | +88.0% |
| 5Y | +70.5% | +38.3% | +32.2% | +41.5% |
| 10Y | +475.8% | +276.1% | +199.7% | +206.0% |
| All | +475.8% | +289.1% | +186.7% | +206.0% |
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