+199.3%
URI vs FFIV
+42.4%
+156.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.2% | +4.7% | +5.9% |
| 7D | -4.0% | -2.1% | -1.9% | -3.0% |
| 30D | +6.8% | -33.8% | +40.6% | +25.9% |
| 3M | -2.8% | -20.6% | +17.8% | +4.3% |
| 6M | +20.9% | -10.2% | +31.1% | +20.2% |
| YTD | +40.2% | +24.5% | +15.8% | +13.9% |
| 1Y | +34.1% | +29.3% | +4.8% | +6.3% |
| 3Y | +164.1% | +103.8% | +60.4% | +52.6% |
| 5Y | +199.3% | +40.9% | +158.5% | +97.7% |
| All | +199.3% | +42.4% | +156.9% | +97.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling