+3,174.3%
TER vs URA
-31.1%
+3,205.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.7% |
| 3M | -12.2% | -8.4% | -3.8% | -7.7% |
| 6M | +17.1% | -12.7% | +29.8% | +26.7% |
| YTD | +84.7% | +7.8% | +76.9% | +81.8% |
| 1Y | +199.9% | +19.5% | +180.5% | +178.9% |
| 3Y | +232.8% | +116.4% | +116.3% | +126.9% |
| 5Y | +198.6% | +134.3% | +64.3% | +85.3% |
| 10Y | +1,669.7% | +359.3% | +1,310.5% | +634.6% |
| All | +3,174.3% | -31.1% | +3,205.4% | +2,807.9% |
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 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