+288.7%
FITB vs URI
+1,171.2%
-882.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -1.0% |
| 7D | +0.6% | -2.0% | +2.6% | +1.6% |
| 30D | -4.7% | -12.9% | +8.2% | +2.0% |
| 3M | +6.7% | -6.7% | +13.4% | +9.2% |
| 6M | +12.6% | +19.0% | -6.4% | -0.9% |
| YTD | +19.1% | +25.5% | -6.4% | +0.4% |
| 1Y | +22.6% | +5.5% | +17.1% | +12.9% |
| 3Y | +127.1% | +111.3% | +15.8% | +34.9% |
| 5Y | +71.8% | +198.6% | -126.7% | -19.1% |
| All | +288.7% | +1,171.2% | -882.5% | -17.0% |
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