+71.1%
FITB vs URA
+131.0%
-59.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.8% | -1.3% |
| 7D | +2.8% | +8.1% | -5.3% | +1.2% |
| 30D | -4.5% | +5.8% | -10.3% | -5.8% |
| 3M | +5.7% | +3.4% | +2.2% | +4.3% |
| 6M | +17.1% | -2.6% | +19.7% | +16.3% |
| YTD | +18.3% | +11.2% | +7.2% | +12.9% |
| 1Y | +23.9% | +19.8% | +4.1% | +14.7% |
| 3Y | +131.1% | +121.5% | +9.6% | +73.5% |
| 5Y | +71.1% | +134.5% | -63.4% | +22.0% |
| All | +71.1% | +131.0% | -59.9% | +22.0% |
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 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