+101.2%
FFIV vs URA
+36.0%
+65.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.4% | -4.7% | -1.2% |
| 7D | -8.1% | -4.1% | -4.0% | -7.3% |
| 30D | -33.4% | -19.0% | -14.4% | -30.6% |
| 3M | -24.7% | -25.1% | +0.4% | -20.5% |
| 6M | -8.8% | -44.5% | +35.6% | +1.4% |
| YTD | +21.8% | -24.3% | +46.1% | +25.8% |
| 1Y | +25.3% | -28.1% | +53.4% | +30.5% |
| 3Y | +101.2% | +40.7% | +60.5% | +69.2% |
| All | +101.2% | +36.0% | +65.2% | +69.2% |
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