+17.6%
FTV vs URA
+18.3%
-0.7%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.2% |
| 7D | -1.3% | +5.7% | -7.0% | -1.3% |
| 30D | -9.5% | +5.6% | -15.1% | -9.6% |
| 3M | -10.9% | +6.2% | -17.1% | -10.9% |
| 6M | -0.6% | -8.2% | +7.6% | -1.0% |
| YTD | +1.4% | +9.7% | -8.2% | +1.2% |
| 1Y | +17.6% | +17.0% | +0.7% | +18.8% |
| All | +17.6% | +18.3% | -0.7% | +18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling