-64.8%
Z vs URA
+128.0%
-192.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.3% |
| 7D | -3.0% | +1.1% | -4.1% | -3.3% |
| 30D | -4.2% | +7.4% | -11.6% | -6.4% |
| 3M | -3.7% | -8.4% | +4.7% | -2.0% |
| 6M | -24.5% | -12.7% | -11.8% | -22.7% |
| YTD | -49.3% | +7.8% | -57.1% | -52.3% |
| 1Y | -58.7% | +19.5% | -78.1% | -63.4% |
| 3Y | -34.1% | +116.4% | -150.6% | -55.8% |
| All | -64.8% | +128.0% | -192.8% | -78.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling