+224.4%
FITB vs URI
+1,189.1%
-964.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.7% | +0.7% |
| 7D | +0.5% | -6.0% | +6.5% | +3.4% |
| 30D | +7.0% | +4.6% | +2.4% | +4.1% |
| 3M | -4.4% | -2.7% | -1.7% | -4.0% |
| 6M | +11.6% | +18.4% | -6.8% | -0.3% |
| YTD | +18.6% | +37.4% | -18.7% | -5.6% |
| 1Y | +29.8% | +30.4% | -0.5% | +6.3% |
| 3Y | +140.7% | +147.9% | -7.2% | +29.0% |
| 5Y | +48.6% | +202.1% | -153.4% | -31.6% |
| 10Y | +224.4% | +1,182.4% | -958.0% | -37.3% |
| All | +224.4% | +1,189.1% | -964.7% | -37.3% |
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