+25.9%
URI vs FIVE
+55.9%
-29.9%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | -9.8% | -0.3% | -9.5% | -9.7% |
| 30D | +1.7% | +17.7% | -15.9% | 0.0% |
| 3M | -9.1% | +4.0% | -13.0% | -9.4% |
| 6M | +9.9% | +2.6% | +7.2% | +10.0% |
| YTD | +31.2% | +27.6% | +3.6% | +24.7% |
| 1Y | +25.9% | +59.9% | -34.0% | +10.2% |
| All | +25.9% | +55.9% | -29.9% | +10.2% |
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