+149.5%
URI vs FFIV
+95.4%
+54.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.4% | -0.4% |
| 7D | +6.7% | -0.5% | +7.3% | +7.0% |
| 30D | +8.9% | -32.4% | +41.3% | +22.1% |
| 3M | +0.5% | -25.7% | +26.2% | +8.3% |
| 6M | +20.7% | -13.5% | +34.2% | +20.6% |
| YTD | +40.0% | +21.1% | +18.9% | +16.2% |
| 1Y | +34.4% | +29.4% | +5.0% | +7.3% |
| 3Y | +149.5% | +94.9% | +54.6% | +42.5% |
| All | +149.5% | +95.4% | +54.1% | +42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling