-83.6%
FIG vs URA
-16.1%
-67.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.8% | +3.5% | +0.2% |
| 7D | +2.6% | +4.5% | -1.9% | +2.1% |
| 30D | -13.1% | -13.4% | +0.4% | -11.8% |
| 3M | -20.3% | -28.4% | +8.1% | -17.9% |
| 6M | -2.1% | -40.5% | +38.3% | +4.7% |
| YTD | -49.4% | -24.3% | -25.1% | -51.8% |
| 1Y | -57.0% | -28.8% | -28.2% | -58.0% |
| All | -83.6% | -16.1% | -67.5% | -85.6% |
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