+3,817.3%
URI vs FIVE
+867.4%
+2,949.9%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.7% | -11.1% | -6.6% |
| 7D | -4.3% | +7.5% | -11.8% | -6.8% |
| 30D | +4.6% | +16.7% | -12.1% | -0.8% |
| 3M | -2.1% | +13.4% | -15.5% | -6.7% |
| 6M | +21.9% | +9.0% | +12.9% | +16.4% |
| YTD | +39.7% | +33.8% | +5.9% | +23.5% |
| 1Y | +32.9% | +61.2% | -28.3% | +10.0% |
| 3Y | +155.8% | +42.1% | +113.7% | +102.4% |
| 5Y | +202.4% | +21.4% | +181.0% | +144.2% |
| 10Y | +1,517.7% | +609.1% | +908.7% | +615.9% |
| All | +3,817.3% | +867.4% | +2,949.9% | +1,244.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling