+18.2%
TER vs URA
-31.4%
+49.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.4% | -1.8% | -1.5% |
| 7D | -20.5% | -4.1% | -16.3% | -16.8% |
| 30D | -47.0% | -19.0% | -28.0% | -35.1% |
| 3M | -43.3% | -25.1% | -18.1% | -26.5% |
| 6M | -42.9% | -44.5% | +1.6% | -3.8% |
| YTD | +12.9% | -24.3% | +37.2% | +43.9% |
| 1Y | +18.2% | -28.1% | +46.3% | +56.5% |
| All | +18.2% | -31.4% | +49.5% | +56.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling