+458.7%
TECH vs URA
-51.6%
+510.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.4% | -4.2% | -0.8% |
| 7D | +0.2% | -4.1% | +4.3% | +1.0% |
| 30D | +0.3% | -19.0% | +19.4% | +4.7% |
| 3M | +1.3% | -25.1% | +26.5% | +7.1% |
| 6M | +54.0% | -44.5% | +98.5% | +72.4% |
| YTD | +24.3% | -24.3% | +48.6% | +27.8% |
| 1Y | +25.8% | -28.1% | +53.9% | +30.5% |
| 3Y | +26.0% | +40.7% | -14.7% | +7.0% |
| 5Y | -40.1% | +35.5% | -75.6% | -50.2% |
| 10Y | +210.6% | +281.2% | -70.6% | +92.0% |
| All | +458.7% | -51.6% | +510.3% | +397.4% |
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