-14.0%
Z vs URA
+262.4%
-276.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -5.3% | -5.4% | -8.9% |
| 7D | -2.3% | -13.3% | +11.0% | +2.5% |
| 30D | +9.4% | -25.9% | +35.2% | +20.6% |
| 3M | -16.1% | -27.8% | +11.7% | -7.2% |
| 6M | -30.4% | -42.8% | +12.4% | -17.5% |
| YTD | -55.6% | -27.5% | -28.1% | -53.0% |
| 1Y | -58.5% | -35.1% | -23.4% | -54.4% |
| 3Y | -19.6% | +31.1% | -50.7% | -37.8% |
| 5Y | -54.1% | +29.8% | -83.9% | -65.9% |
| All | -14.0% | +262.4% | -276.3% | -62.0% |
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