+203.4%
URI vs FFIV
+91.3%
+112.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.8% |
| 7D | -2.0% | -1.0% | -1.0% | -1.5% |
| 30D | -12.9% | -5.1% | -7.9% | -11.1% |
| 3M | -6.7% | -4.5% | -2.3% | -5.6% |
| 6M | +19.0% | +36.5% | -17.5% | -2.1% |
| YTD | +25.5% | +53.0% | -27.4% | -3.9% |
| 1Y | +5.5% | +24.2% | -18.7% | -9.9% |
| 3Y | +111.3% | +137.2% | -25.9% | +19.8% |
| All | +203.4% | +91.3% | +112.1% | +81.0% |
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