-56.3%
FIG vs URA
-27.8%
-28.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.2% | -3.0% | +2.7% |
| 7D | -12.6% | +4.3% | -16.9% | -12.9% |
| 30D | -13.8% | -11.7% | -2.1% | -13.7% |
| 3M | -16.7% | -23.5% | +6.8% | -16.3% |
| 6M | -6.1% | -37.8% | +31.7% | -2.1% |
| YTD | -48.1% | -19.6% | -28.5% | -53.2% |
| All | -56.3% | -27.8% | -28.5% | -57.9% |
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