+117.8%
FFIV vs URA
+266.3%
-148.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.1% | -2.3% |
| 7D | -0.5% | -1.5% | +1.0% | -0.2% |
| 30D | -32.4% | -10.4% | -22.0% | -30.5% |
| 3M | -25.7% | -29.6% | +3.9% | -18.9% |
| 6M | -13.5% | -40.3% | +26.8% | -2.2% |
| YTD | +21.1% | -25.5% | +46.6% | +26.9% |
| 1Y | +29.4% | -26.4% | +55.8% | +35.6% |
| 3Y | +94.9% | +31.4% | +63.5% | +64.8% |
| 5Y | +34.7% | +28.6% | +6.1% | +10.3% |
| All | +117.8% | +266.3% | -148.5% | +15.7% |
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