+1,151.9%
URI vs FFIV
+124.6%
+1,027.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.6% |
| 7D | +9.3% | +1.9% | +7.4% | +8.3% |
| 30D | +7.6% | -33.3% | +40.9% | +30.9% |
| 3M | +1.0% | -24.9% | +25.9% | +14.2% |
| 6M | +19.8% | -10.5% | +30.4% | +20.6% |
| YTD | +41.9% | +24.4% | +17.4% | +14.2% |
| 1Y | +33.4% | +32.3% | +1.1% | +3.2% |
| 3Y | +156.0% | +99.7% | +56.3% | +47.0% |
| 5Y | +209.5% | +38.4% | +171.1% | +118.7% |
| All | +1,151.9% | +124.6% | +1,027.3% | +483.8% |
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