+202.8%
TER vs URA
+128.0%
+74.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.8% | +4.7% | +5.1% |
| 7D | +0.6% | +1.1% | -0.5% | +0.1% |
| 30D | -8.3% | +7.4% | -15.7% | -12.0% |
| 3M | -12.2% | -8.4% | -3.8% | -7.6% |
| 6M | +17.1% | -12.7% | +29.8% | +26.7% |
| YTD | +84.7% | +7.8% | +76.9% | +82.3% |
| 1Y | +199.9% | +19.5% | +180.5% | +180.3% |
| 3Y | +232.8% | +116.4% | +116.3% | +129.5% |
| All | +202.8% | +128.0% | +74.9% | +92.6% |
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