+1,179.9%
URI vs FFIV
+214.3%
+965.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.9% |
| 7D | -2.0% | -1.0% | -1.0% | -1.4% |
| 30D | -12.9% | -5.1% | -7.9% | -10.8% |
| 3M | -6.7% | -4.5% | -2.3% | -5.5% |
| 6M | +19.0% | +36.5% | -17.5% | -4.1% |
| YTD | +25.5% | +53.0% | -27.4% | -6.4% |
| 1Y | +5.5% | +24.2% | -18.7% | -11.7% |
| 3Y | +111.3% | +137.2% | -25.9% | +15.4% |
| 5Y | +198.6% | +91.8% | +106.8% | +80.5% |
| All | +1,179.9% | +214.3% | +965.6% | +468.1% |
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