+1,210.8%
URI vs FFIV
+130.1%
+1,080.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +3.7% |
| 7D | +2.4% | -2.9% | +5.3% | +4.2% |
| 30D | +8.9% | -32.4% | +41.3% | +31.5% |
| 3M | +0.8% | -22.7% | +23.5% | +12.0% |
| 6M | +23.1% | -10.7% | +33.8% | +24.0% |
| YTD | +43.1% | +25.4% | +17.7% | +14.7% |
| 1Y | +35.7% | +34.2% | +1.5% | +4.1% |
| 3Y | +158.2% | +101.2% | +57.0% | +47.7% |
| 5Y | +212.6% | +42.0% | +170.6% | +117.4% |
| 10Y | +1,210.8% | +126.7% | +1,084.1% | +508.3% |
| All | +1,210.8% | +130.1% | +1,080.7% | +508.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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