+27.1%
FITB vs URA
-32.0%
+59.1%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.4% | -5.2% | -1.3% |
| 7D | -1.5% | -4.1% | +2.6% | -1.1% |
| 30D | +5.8% | -19.0% | +24.8% | +8.3% |
| 3M | -6.1% | -25.1% | +19.0% | -3.2% |
| 6M | +5.9% | -44.5% | +50.4% | +13.5% |
| YTD | +16.1% | -24.3% | +40.4% | +16.0% |
| All | +27.1% | -32.0% | +59.1% | +28.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling