+244.2%
FITB vs URI
+1,374.0%
-1,129.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.3% |
| 7D | -1.5% | -9.8% | +8.2% | +3.6% |
| 30D | +5.8% | +1.7% | +4.1% | +4.5% |
| 3M | -6.1% | -9.1% | +2.9% | -2.3% |
| 6M | +5.9% | +9.9% | -3.9% | -1.4% |
| YTD | +16.1% | +31.2% | -15.1% | -5.2% |
| 1Y | +28.8% | +25.9% | +2.9% | +7.6% |
| 3Y | +126.0% | +147.4% | -21.4% | +21.5% |
| 5Y | +45.3% | +179.7% | -134.5% | -29.8% |
| All | +244.2% | +1,374.0% | -1,129.8% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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