+44.7%
FITB vs URA
+33.4%
+11.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.4% | -5.2% | -1.7% |
| 7D | -1.5% | -4.1% | +2.6% | -0.8% |
| 30D | +5.8% | -19.0% | +24.8% | +10.3% |
| 3M | -6.1% | -25.1% | +19.0% | -0.9% |
| 6M | +5.9% | -44.5% | +50.4% | +18.5% |
| YTD | +16.1% | -24.3% | +40.4% | +19.3% |
| 1Y | +28.8% | -28.1% | +57.0% | +33.6% |
| 3Y | +126.0% | +40.7% | +85.4% | +84.2% |
| All | +44.7% | +33.4% | +11.3% | +15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling