+120.5%
URI vs FIVE
+50.0%
+70.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.1% | -3.5% | +0.7% |
| 7D | -2.0% | +4.3% | -6.2% | -2.7% |
| 30D | -12.9% | +12.5% | -25.5% | -14.9% |
| 3M | -6.7% | +31.2% | -38.0% | -11.4% |
| 6M | +19.0% | +14.4% | +4.6% | +15.2% |
| YTD | +25.5% | +33.9% | -8.4% | +17.7% |
| 1Y | +5.5% | +65.1% | -59.5% | -5.4% |
| All | +120.5% | +50.0% | +70.5% | +84.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling