+76.4%
V vs URA
+41.9%
+34.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.5% | +3.8% | +0.5% |
| 7D | +0.8% | +0.3% | +0.5% | +0.8% |
| 30D | +9.9% | -14.8% | +24.7% | +10.6% |
| 3M | +17.5% | -25.3% | +42.8% | +18.9% |
| 6M | +33.5% | -39.9% | +73.4% | +36.8% |
| YTD | +21.6% | -22.4% | +44.0% | +21.2% |
| 1Y | +27.6% | -29.0% | +56.5% | +28.1% |
| 3Y | +76.4% | +41.0% | +35.4% | +62.1% |
| All | +76.4% | +41.9% | +34.5% | +62.1% |
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