+35.7%
URI vs FIVE
+66.9%
-31.2%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.1% | +5.2% | +4.3% |
| 7D | +2.4% | -0.5% | +2.9% | +2.4% |
| 30D | +8.9% | +17.4% | -8.5% | +6.9% |
| 3M | +0.8% | +7.0% | -6.2% | -0.1% |
| 6M | +23.1% | +20.5% | +2.7% | +20.1% |
| YTD | +43.1% | +33.1% | +9.9% | +34.9% |
| 1Y | +35.7% | +67.1% | -31.4% | +16.5% |
| All | +35.7% | +66.9% | -31.2% | +16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling