+83.6%
USB vs URA
+277.9%
-194.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.4% |
| 7D | -0.5% | +2.9% | -3.4% | -1.3% |
| 30D | +5.7% | -10.8% | +16.5% | +8.2% |
| 3M | -4.7% | -25.5% | +20.8% | +1.3% |
| 6M | +13.4% | -41.2% | +54.6% | +26.5% |
| YTD | +17.0% | -21.3% | +38.3% | +19.6% |
| 1Y | +32.4% | -25.7% | +58.1% | +36.9% |
| 3Y | +101.7% | +43.1% | +58.6% | +66.4% |
| 5Y | +24.4% | +35.6% | -11.2% | +0.4% |
| 10Y | +83.6% | +281.3% | -197.7% | -3.5% |
| All | +83.6% | +277.9% | -194.3% | -3.5% |
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