+1,157.2%
URI vs FTV
+77.3%
+1,079.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +1.2% |
| 7D | +2.5% | -0.4% | +2.9% | +2.9% |
| 30D | -12.5% | -8.3% | -4.2% | -5.1% |
| 3M | -6.2% | -7.4% | +1.2% | +0.2% |
| 6M | +25.9% | -1.2% | +27.1% | +25.6% |
| YTD | +26.2% | +2.7% | +23.5% | +19.2% |
| 1Y | +5.5% | +18.4% | -13.0% | -14.1% |
| 3Y | +125.0% | -2.0% | +127.0% | +118.6% |
| 5Y | +210.4% | +3.4% | +207.0% | +184.5% |
| 10Y | +1,157.2% | +78.5% | +1,078.7% | +671.8% |
| All | +1,157.2% | +77.3% | +1,079.9% | +671.8% |
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