+1,449.6%
NET vs URA
+418.4%
+1,031.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.4% |
| 7D | -7.0% | +1.1% | -8.1% | -7.4% |
| 30D | -4.8% | +7.4% | -12.2% | -8.4% |
| 3M | +3.8% | -8.4% | +12.2% | +7.8% |
| 6M | +50.0% | -12.7% | +62.8% | +56.7% |
| YTD | +41.5% | +7.8% | +33.7% | +27.2% |
| 1Y | +32.8% | +19.5% | +13.4% | +9.7% |
| 3Y | +335.9% | +116.4% | +219.5% | +128.6% |
| 5Y | +113.8% | +134.3% | -20.5% | +7.4% |
| All | +1,449.6% | +418.4% | +1,031.2% | +385.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling