+127.8%
FFIV vs URA
+278.3%
-150.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.4% | -4.7% | -1.4% |
| 7D | -8.1% | -4.1% | -4.0% | -7.1% |
| 30D | -33.4% | -19.0% | -14.4% | -29.7% |
| 3M | -24.7% | -25.1% | +0.4% | -19.2% |
| 6M | -8.8% | -44.5% | +35.6% | +5.0% |
| YTD | +21.8% | -24.3% | +46.1% | +27.2% |
| 1Y | +25.3% | -28.1% | +53.4% | +32.1% |
| 3Y | +101.2% | +40.7% | +60.5% | +66.9% |
| 5Y | +40.2% | +35.5% | +4.8% | +13.1% |
| All | +127.8% | +278.3% | -150.5% | +24.8% |
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