+30.4%
URI vs FIVE
+63.0%
-32.6%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.0% |
| 7D | -6.0% | +7.3% | -13.3% | -6.8% |
| 30D | +4.6% | +18.1% | -13.5% | +2.6% |
| 3M | -2.7% | +7.7% | -10.4% | -3.6% |
| 6M | +18.4% | +13.6% | +4.8% | +16.7% |
| YTD | +37.4% | +34.6% | +2.8% | +29.5% |
| 1Y | +30.4% | +66.2% | -35.9% | +13.8% |
| All | +30.4% | +63.0% | -32.6% | +13.8% |
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