+112.5%
NET vs URA
+128.0%
-15.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.4% |
| 7D | -7.0% | +1.1% | -8.1% | -7.5% |
| 30D | -4.8% | +7.4% | -12.2% | -8.6% |
| 3M | +3.8% | -8.4% | +12.2% | +8.0% |
| 6M | +50.0% | -12.7% | +62.8% | +56.9% |
| YTD | +41.5% | +7.8% | +33.7% | +25.5% |
| 1Y | +32.8% | +19.5% | +13.4% | +7.0% |
| 3Y | +335.9% | +116.4% | +219.5% | +104.8% |
| All | +112.5% | +128.0% | -15.5% | -3.6% |
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