+152.7%
FFIV vs URA
-51.6%
+204.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.4% | -4.7% | -1.6% |
| 7D | -8.1% | -4.1% | -4.0% | -6.9% |
| 30D | -33.4% | -19.0% | -14.4% | -29.1% |
| 3M | -24.7% | -25.1% | +0.4% | -18.3% |
| 6M | -8.8% | -44.5% | +35.6% | +7.5% |
| YTD | +21.8% | -24.3% | +46.1% | +28.0% |
| 1Y | +25.3% | -28.1% | +53.4% | +33.2% |
| 3Y | +101.2% | +40.7% | +60.5% | +62.7% |
| 5Y | +40.2% | +35.5% | +4.8% | +10.1% |
| 10Y | +129.0% | +281.2% | -152.1% | +9.5% |
| All | +152.7% | -51.6% | +204.3% | +155.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling