+246.7%
FFIV vs URA
+346.2%
-99.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.3% | +6.6% | +4.2% |
| 7D | +5.4% | -5.5% | +10.9% | +6.9% |
| 30D | -2.7% | -3.7% | +1.0% | -1.9% |
| 3M | +4.5% | -2.9% | +7.4% | +4.8% |
| 6M | +42.2% | -15.2% | +57.4% | +45.9% |
| YTD | +61.3% | +1.9% | +59.4% | +56.3% |
| 1Y | +23.0% | +6.9% | +16.1% | +15.8% |
| 3Y | +156.3% | +99.6% | +56.7% | +93.8% |
| 5Y | +102.9% | +101.2% | +1.7% | +46.1% |
| All | +246.7% | +346.2% | -99.5% | +83.1% |
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 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