+28.5%
USFR vs URA
+272.2%
-243.7%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.8% | 0.0% |
| 7D | +0.1% | +4.5% | -4.4% | +0.1% |
| 30D | +0.4% | -13.4% | +13.8% | +0.4% |
| 3M | +1.0% | -28.4% | +29.4% | +1.0% |
| 6M | +2.0% | -40.5% | +42.5% | +2.0% |
| YTD | +3.4% | -24.3% | +27.7% | +3.4% |
| 1Y | +4.1% | -28.8% | +32.9% | +4.1% |
| 3Y | +14.4% | +37.6% | -23.2% | +14.4% |
| 5Y | +21.4% | +30.7% | -9.3% | +21.4% |
| All | +28.5% | +272.2% | -243.7% | +28.8% |
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