+101.7%
FFIV vs URA
+43.1%
+58.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.5% |
| 7D | -2.9% | +2.9% | -5.8% | -3.5% |
| 30D | -32.4% | -10.8% | -21.6% | -30.9% |
| 3M | -22.7% | -25.5% | +2.8% | -18.3% |
| 6M | -10.7% | -41.2% | +30.5% | -1.7% |
| YTD | +25.4% | -21.3% | +46.6% | +28.4% |
| 1Y | +34.2% | -25.7% | +59.9% | +38.8% |
| All | +101.7% | +43.1% | +58.7% | +68.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling