+236.6%
FITB vs URI
+1,313.6%
-1,077.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.9% | -4.4% | -1.1% |
| 7D | -1.1% | -4.0% | +2.9% | +0.7% |
| 30D | +7.3% | +6.8% | +0.5% | +3.3% |
| 3M | -4.0% | -2.8% | -1.2% | -3.5% |
| 6M | +11.9% | +20.9% | -9.0% | -1.1% |
| YTD | +19.0% | +40.2% | -21.3% | -6.3% |
| 1Y | +31.0% | +34.1% | -3.1% | +5.7% |
| 3Y | +143.8% | +164.1% | -20.4% | +26.0% |
| 5Y | +48.9% | +199.3% | -150.5% | -31.0% |
| 10Y | +236.6% | +1,218.8% | -982.2% | -35.7% |
| All | +236.6% | +1,313.6% | -1,077.0% | -35.7% |
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