+78.0%
V vs URA
+35.4%
+42.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.4% |
| 7D | +0.9% | -1.5% | +2.5% | +1.0% |
| 30D | +9.0% | -10.4% | +19.4% | +9.4% |
| 3M | +16.7% | -29.6% | +46.4% | +18.4% |
| 6M | +33.4% | -40.3% | +73.7% | +36.7% |
| YTD | +22.4% | -25.5% | +47.8% | +22.2% |
| 1Y | +27.7% | -26.4% | +54.1% | +27.5% |
| 3Y | +78.0% | +31.4% | +46.5% | +63.3% |
| All | +78.0% | +35.4% | +42.6% | +63.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling