+203.4%
URI vs FTV
+2.3%
+201.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +2.4% |
| 7D | -2.0% | -4.5% | +2.5% | +1.9% |
| 30D | -12.9% | -7.1% | -5.9% | -7.5% |
| 3M | -6.7% | -7.2% | +0.4% | -1.3% |
| 6M | +19.0% | -1.5% | +20.5% | +19.2% |
| YTD | +25.5% | +3.5% | +22.1% | +18.6% |
| 1Y | +5.5% | +20.3% | -14.8% | -13.8% |
| 3Y | +111.3% | -3.1% | +114.4% | +109.7% |
| All | +203.4% | +2.3% | +201.1% | +166.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling