+886.2%
TER vs URA
+278.3%
+607.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.4% | -1.8% | +0.3% |
| 7D | -20.5% | -4.1% | -16.3% | -18.4% |
| 30D | -47.0% | -19.0% | -28.0% | -40.5% |
| 3M | -43.3% | -25.1% | -18.1% | -34.0% |
| 6M | -42.9% | -44.5% | +1.6% | -22.2% |
| YTD | +12.9% | -24.3% | +37.2% | +34.2% |
| 1Y | +18.2% | -28.1% | +46.3% | +43.8% |
| 3Y | +151.8% | +40.7% | +111.1% | +116.4% |
| 5Y | +54.2% | +35.5% | +18.8% | +28.5% |
| All | +886.2% | +278.3% | +607.9% | +370.9% |
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 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