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  • FTNT vs URI✓SelectedUSD · URIFTNT vs URI performance historyLatest closeAs of+0.76%09/08
Stock and ETF performance explorer

FTNT vs URI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,063.6%
URI return
+1,157.2%
Excess return
+906.5%
Maximum drawdown
-38.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioURIExcessAlpha
1D+0.8%+0.5%+0.2%+0.6%
7D-2.7%+2.5%-5.2%-3.4%
30D-1.4%-12.5%+11.2%+2.3%
3M+10.1%-6.2%+16.3%+11.3%
6M+88.2%+25.9%+62.3%+71.2%
YTD+98.3%+26.2%+72.1%+78.6%
1Y+96.0%+5.5%+90.5%+86.3%
3Y+145.8%+125.0%+20.8%+76.4%
5Y+154.6%+210.4%-55.8%+60.3%
10Y+2,063.6%+1,157.2%+906.5%+765.9%
All+2,063.6%+1,157.2%+906.5%+765.9%

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 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