+203.1%
FITB vs URI
+1,189.9%
-986.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.4% |
| 7D | +0.8% | +9.3% | -8.5% | -3.8% |
| 30D | +7.3% | +7.6% | -0.3% | +2.8% |
| 3M | -6.3% | +1.0% | -7.4% | -7.8% |
| 6M | +12.6% | +19.8% | -7.3% | -0.1% |
| YTD | +18.0% | +41.9% | -23.9% | -7.7% |
| 1Y | +28.9% | +33.4% | -4.5% | +4.3% |
| 3Y | +139.4% | +156.0% | -16.6% | +26.2% |
| 5Y | +47.2% | +209.5% | -162.3% | -33.0% |
| All | +203.1% | +1,189.9% | -986.7% | -39.4% |
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