-55.8%
FIG vs URA
+17.2%
-73.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.8% | -5.1% | -4.4% |
| 7D | -16.3% | +1.1% | -17.4% | -16.4% |
| 30D | -14.3% | +7.4% | -21.7% | -14.8% |
| 3M | +7.2% | -8.4% | +15.5% | +9.3% |
| 6M | -18.6% | -12.7% | -5.9% | -17.0% |
| YTD | -35.5% | +7.8% | -43.2% | -39.8% |
| 1Y | -55.8% | +19.5% | -75.2% | -60.1% |
| All | -55.8% | +17.2% | -73.0% | -60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 1y: compounded portfolio wealth divided by compounded URA 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…
1y analysis · Full analysis span regression · 6 months rolling