+82.5%
FTV vs URA
+369.2%
-286.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.9% |
| 7D | -1.3% | +5.7% | -7.0% | -2.5% |
| 30D | -9.5% | +5.6% | -15.1% | -10.7% |
| 3M | -10.9% | +6.2% | -17.1% | -12.5% |
| 6M | -0.6% | -8.2% | +7.6% | -0.2% |
| YTD | +1.4% | +9.7% | -8.2% | -3.7% |
| 1Y | +17.6% | +17.0% | +0.7% | +8.2% |
| 3Y | -3.3% | +118.5% | -121.7% | -27.5% |
| 5Y | -0.1% | +134.3% | -134.5% | -30.5% |
| 10Y | +82.5% | +377.5% | -295.0% | -13.2% |
| All | +82.5% | +369.2% | -286.8% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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