-80.3%
FIG vs URA
+23.2%
-103.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +3.1% | -8.8% | -6.0% |
| 7D | -16.4% | +8.1% | -24.5% | -17.1% |
| 30D | -2.3% | +5.8% | -8.1% | -2.9% |
| 3M | +7.8% | +3.4% | +4.4% | +7.8% |
| 6M | -21.8% | -2.6% | -19.2% | -22.2% |
| YTD | -39.1% | +11.2% | -50.3% | -44.0% |
| 1Y | -56.6% | +19.8% | -76.5% | -62.8% |
| All | -80.3% | +23.2% | -103.5% | -83.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling