+587.3%
FITB vs URA
-31.1%
+618.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | +0.6% | +1.1% | -0.5% | +0.2% |
| 30D | -4.7% | +7.4% | -12.1% | -7.3% |
| 3M | +6.7% | -8.4% | +15.1% | +8.4% |
| 6M | +12.6% | -12.7% | +25.3% | +15.1% |
| YTD | +19.1% | +7.8% | +11.3% | +11.7% |
| 1Y | +22.6% | +19.5% | +3.2% | +8.7% |
| 3Y | +127.1% | +116.4% | +10.7% | +51.6% |
| 5Y | +71.8% | +134.3% | -62.5% | +3.8% |
| 10Y | +287.2% | +359.3% | -72.1% | +60.1% |
| All | +587.3% | -31.1% | +618.4% | +408.8% |
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 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