+1,213.1%
URI vs FIVE
+535.9%
+677.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.1% | +5.2% | +4.5% |
| 7D | +2.6% | -0.5% | +3.1% | +2.9% |
| 30D | +9.1% | +17.4% | -8.3% | +2.9% |
| 3M | +1.0% | +7.0% | -6.1% | -1.9% |
| 6M | +23.3% | +20.5% | +2.9% | +13.4% |
| YTD | +43.3% | +33.1% | +10.2% | +25.7% |
| 1Y | +35.9% | +67.1% | -31.2% | +9.4% |
| 3Y | +158.6% | +41.9% | +116.7% | +101.8% |
| 5Y | +213.1% | +21.1% | +192.1% | +149.8% |
| 10Y | +1,213.1% | +518.8% | +694.3% | +456.1% |
| All | +1,213.1% | +535.9% | +677.1% | +456.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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