+122.6%
FTV vs URA
+214.8%
-92.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.4% | -4.5% | -1.0% |
| 7D | +0.2% | -4.1% | +4.3% | +1.1% |
| 30D | +15.7% | -19.0% | +34.7% | +20.9% |
| 3M | +7.5% | -25.1% | +32.7% | +13.9% |
| 6M | +8.5% | -44.5% | +53.0% | +22.0% |
| YTD | +18.8% | -24.3% | +43.1% | +21.9% |
| 1Y | +28.5% | -28.1% | +56.7% | +33.0% |
| 3Y | +34.0% | +40.7% | -6.7% | +10.8% |
| 5Y | +12.6% | +35.5% | -22.9% | -9.7% |
| 10Y | +111.4% | +281.2% | -169.7% | -1.3% |
| All | +122.6% | +214.8% | -92.2% | +13.4% |
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