+1,218.8%
URI vs FTV
+113.3%
+1,105.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.6% | +4.2% | +4.4% |
| 7D | -4.0% | +0.4% | -4.4% | -4.3% |
| 30D | +6.8% | +17.2% | -10.4% | -8.1% |
| 3M | -2.8% | +8.9% | -11.7% | -10.4% |
| 6M | +20.9% | +11.3% | +9.6% | +8.3% |
| YTD | +40.2% | +21.9% | +18.3% | +12.5% |
| 1Y | +34.1% | +31.6% | +2.5% | -0.5% |
| 3Y | +164.1% | +38.1% | +126.1% | +83.4% |
| 5Y | +199.3% | +15.7% | +183.6% | +147.7% |
| 10Y | +1,218.8% | +107.5% | +1,111.4% | +572.2% |
| All | +1,218.8% | +113.3% | +1,105.5% | +572.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling