+204.5%
URI vs FTV
+17.3%
+187.2%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.4% |
| 7D | +6.7% | +3.9% | +2.8% | +3.4% |
| 30D | +8.9% | +18.7% | -9.8% | -5.6% |
| 3M | +0.5% | +10.0% | -9.5% | -7.2% |
| 6M | +20.7% | +14.6% | +6.1% | +7.0% |
| YTD | +40.0% | +23.4% | +16.6% | +14.2% |
| 1Y | +34.4% | +31.3% | +3.1% | +3.4% |
| 3Y | +149.5% | +39.8% | +109.7% | +78.2% |
| All | +204.5% | +17.3% | +187.2% | +139.4% |
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