+1,340.7%
URI vs FFIV
+126.1%
+1,214.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.3% |
| 7D | -9.8% | -8.1% | -1.7% | -5.6% |
| 30D | +1.7% | -33.4% | +35.1% | +23.8% |
| 3M | -9.1% | -24.7% | +15.7% | +2.4% |
| 6M | +9.9% | -8.8% | +18.7% | +9.0% |
| YTD | +31.2% | +21.8% | +9.4% | +6.7% |
| 1Y | +25.9% | +25.3% | +0.6% | +0.4% |
| 3Y | +147.4% | +101.2% | +46.2% | +40.4% |
| 5Y | +179.7% | +40.2% | +139.5% | +94.9% |
| All | +1,340.7% | +126.1% | +1,214.6% | +524.1% |
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