+32.9%
URI vs FTV
+37.8%
-4.9%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.3% | -6.7% | -5.5% |
| 7D | -4.3% | +6.6% | -10.9% | -7.5% |
| 30D | +4.6% | +19.1% | -14.5% | -4.6% |
| 3M | -2.1% | +13.1% | -15.2% | -8.5% |
| 6M | +21.9% | +14.0% | +7.9% | +13.5% |
| YTD | +39.7% | +24.2% | +15.5% | +23.0% |
| 1Y | +32.9% | +36.4% | -3.5% | +8.0% |
| All | +32.9% | +37.8% | -4.9% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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