+93.9%
FTV vs URA
+348.3%
-254.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.1% |
| 7D | -4.5% | +1.1% | -5.6% | -4.7% |
| 30D | -7.1% | +7.4% | -14.5% | -8.7% |
| 3M | -7.2% | -8.4% | +1.2% | -6.0% |
| 6M | -1.5% | -12.7% | +11.2% | 0.0% |
| YTD | +3.5% | +7.8% | -4.3% | -1.4% |
| 1Y | +20.3% | +19.5% | +0.9% | +10.0% |
| 3Y | -3.1% | +116.4% | -119.5% | -27.4% |
| 5Y | +2.3% | +134.3% | -131.9% | -29.2% |
| 10Y | +76.3% | +359.3% | -282.9% | -16.5% |
| All | +93.9% | +348.3% | -254.4% | -8.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling