+33.6%
URA vs BG
+22.9%
+10.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.7% | -3.0% |
| 7D | +0.3% | +5.0% | -4.7% | -1.0% |
| 30D | -14.8% | -3.2% | -11.6% | -14.1% |
| 3M | -25.3% | -11.2% | -14.1% | -23.2% |
| 6M | -39.9% | -19.4% | -20.5% | -36.7% |
| YTD | -22.4% | +13.6% | -36.1% | -27.2% |
| 1Y | -29.0% | +7.3% | -36.2% | -32.3% |
| 3Y | +41.0% | +3.8% | +37.2% | +33.4% |
| All | +33.6% | +22.9% | +10.7% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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