+327.1%
NET vs URA
+114.7%
+212.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.2% |
| 7D | -7.0% | +1.1% | -8.1% | -7.3% |
| 30D | -4.8% | +7.4% | -12.2% | -7.1% |
| 3M | +3.8% | -8.4% | +12.2% | +6.5% |
| 6M | +50.0% | -12.7% | +62.8% | +54.8% |
| YTD | +41.5% | +7.8% | +33.7% | +31.8% |
| 1Y | +32.8% | +19.5% | +13.4% | +16.8% |
| All | +327.1% | +114.7% | +212.3% | +170.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling