+83.9%
TER vs URA
+28.3%
+55.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.8% | +3.0% | +1.5% |
| 7D | +24.0% | +4.5% | +19.5% | +21.0% |
| 30D | -30.6% | -13.4% | -17.2% | -23.8% |
| 3M | -34.5% | -28.4% | -6.1% | -20.1% |
| 6M | -26.4% | -40.5% | +14.1% | +0.2% |
| YTD | +36.4% | -24.3% | +60.7% | +65.9% |
| 1Y | +47.4% | -28.8% | +76.2% | +84.6% |
| 3Y | +202.6% | +37.6% | +164.9% | +158.4% |
| 5Y | +83.9% | +30.7% | +53.2% | +43.6% |
| All | +83.9% | +28.3% | +55.6% | +43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling