+1,134.0%
URI vs FTV
+107.8%
+1,026.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | -9.8% | +0.2% | -10.0% | -10.0% |
| 30D | +1.7% | +15.7% | -13.9% | -11.5% |
| 3M | -9.1% | +7.5% | -16.6% | -15.3% |
| 6M | +9.9% | +8.5% | +1.4% | +0.7% |
| YTD | +31.2% | +18.8% | +12.4% | +7.8% |
| 1Y | +25.9% | +28.5% | -2.6% | -4.6% |
| 3Y | +147.4% | +34.0% | +113.4% | +76.5% |
| 5Y | +179.7% | +12.6% | +167.1% | +137.3% |
| All | +1,134.0% | +107.8% | +1,026.1% | +544.1% |
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