+92.7%
USB vs URA
+262.4%
-169.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.3% | +3.2% | -0.9% |
| 7D | -1.5% | -13.3% | +11.8% | +1.7% |
| 30D | +4.3% | -25.9% | +30.2% | +11.4% |
| 3M | -6.1% | -27.8% | +21.7% | +0.5% |
| 6M | +9.4% | -42.8% | +52.2% | +22.7% |
| YTD | +15.2% | -27.5% | +42.7% | +20.0% |
| 1Y | +32.8% | -35.1% | +67.9% | +41.7% |
| 3Y | +91.3% | +31.1% | +60.2% | +61.1% |
| 5Y | +22.7% | +29.8% | -7.1% | -0.5% |
| All | +92.7% | +262.4% | -169.7% | +5.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling