-56.6%
FIG vs URA
+20.2%
-76.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +3.1% | -8.8% | -5.9% |
| 7D | -16.4% | +8.1% | -24.5% | -16.9% |
| 30D | -2.3% | +5.8% | -8.1% | -2.7% |
| 3M | +7.8% | +3.4% | +4.4% | +8.0% |
| 6M | -21.8% | -2.6% | -19.2% | -21.9% |
| YTD | -39.1% | +11.2% | -50.3% | -43.5% |
| 1Y | -56.6% | +19.8% | -76.5% | -61.0% |
| All | -56.6% | +20.2% | -76.9% | -61.0% |
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