+499.2%
NOW vs URA
+278.3%
+220.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.8% | -1.6% |
| 7D | -3.0% | -4.1% | +1.1% | -1.9% |
| 30D | -26.0% | -19.0% | -7.0% | -21.6% |
| 3M | -13.1% | -25.1% | +12.0% | -6.4% |
| 6M | +14.5% | -44.5% | +59.0% | +33.1% |
| YTD | -33.4% | -24.3% | -9.1% | -31.6% |
| 1Y | -40.6% | -28.1% | -12.5% | -38.2% |
| 3Y | -16.3% | +40.7% | -57.0% | -34.6% |
| 5Y | -26.3% | +35.5% | -61.8% | -43.9% |
| All | +499.2% | +278.3% | +220.9% | +204.4% |
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 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