+3,772.3%
URI vs FFIV
+5,982.7%
-2,210.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -5.5% | -1.7% | -5.9% |
| 7D | -12.9% | -14.2% | +1.3% | -9.8% |
| 30D | -3.4% | -33.6% | +30.2% | +5.2% |
| 3M | -10.0% | -24.2% | +14.2% | -5.1% |
| 6M | +12.2% | -8.3% | +20.5% | +12.8% |
| YTD | +29.8% | +22.1% | +7.6% | +21.4% |
| 1Y | +24.6% | +26.5% | -1.9% | +15.6% |
| 3Y | +137.6% | +102.3% | +35.3% | +98.0% |
| 5Y | +176.6% | +40.6% | +136.0% | +149.5% |
| 10Y | +1,402.6% | +129.7% | +1,272.9% | +1,125.2% |
| All | +3,772.3% | +5,982.7% | -2,210.4% | +1,596.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling