+141.5%
W vs URA
+371.9%
-230.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.6% | -1.3% |
| 7D | +6.5% | +8.1% | -1.6% | +1.6% |
| 30D | -6.2% | +5.8% | -12.0% | -9.6% |
| 3M | +48.9% | +3.4% | +45.4% | +45.2% |
| 6M | +31.2% | -2.6% | +33.8% | +30.2% |
| YTD | -0.4% | +11.2% | -11.6% | -10.9% |
| 1Y | +14.8% | +19.8% | -5.0% | -4.6% |
| 3Y | +40.5% | +121.5% | -81.0% | -27.6% |
| 5Y | -62.1% | +134.5% | -196.6% | -81.5% |
| 10Y | +141.5% | +376.7% | -235.1% | -41.5% |
| All | +141.5% | +371.9% | -230.4% | -41.5% |
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