+285.6%
FITB vs URA
+369.2%
-83.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.8% | -0.2% |
| 7D | -0.4% | +5.7% | -6.1% | -2.1% |
| 30D | -5.1% | +5.6% | -10.7% | -6.9% |
| 3M | +3.5% | +6.2% | -2.7% | +0.7% |
| 6M | +17.2% | -8.2% | +25.5% | +18.0% |
| YTD | +17.6% | +9.7% | +8.0% | +10.1% |
| 1Y | +23.4% | +17.0% | +6.4% | +10.9% |
| 3Y | +129.7% | +118.5% | +11.3% | +54.5% |
| 5Y | +68.4% | +134.3% | -65.9% | +2.1% |
| 10Y | +285.6% | +377.5% | -91.8% | +45.7% |
| All | +285.6% | +369.2% | -83.6% | +45.7% |
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