+126.0%
FITB vs URI
+138.8%
-12.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.1% |
| 7D | -1.5% | -9.8% | +8.2% | +1.7% |
| 30D | +5.8% | +1.7% | +4.1% | +5.0% |
| 3M | -6.1% | -9.1% | +2.9% | -3.6% |
| 6M | +5.9% | +9.9% | -3.9% | +1.2% |
| YTD | +16.1% | +31.2% | -15.1% | +1.4% |
| 1Y | +28.8% | +25.9% | +2.9% | +14.5% |
| 3Y | +126.0% | +147.4% | -21.4% | +31.9% |
| All | +126.0% | +138.8% | -12.7% | +31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling