+2,011.5%
V vs URA
-31.1%
+2,042.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.1% |
| 7D | -1.7% | +1.1% | -2.8% | -1.9% |
| 30D | +2.0% | +7.4% | -5.4% | +0.2% |
| 3M | +17.4% | -8.4% | +25.8% | +18.6% |
| 6M | +17.5% | -12.7% | +30.2% | +18.9% |
| YTD | +7.6% | +7.8% | -0.2% | +2.7% |
| 1Y | +7.7% | +19.5% | -11.7% | -1.0% |
| 3Y | +54.7% | +116.4% | -61.8% | +17.3% |
| 5Y | +73.0% | +134.3% | -61.2% | +22.5% |
| 10Y | +390.9% | +359.3% | +31.6% | +164.1% |
| All | +2,011.5% | -31.1% | +2,042.6% | +1,548.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling