-83.7%
FIG vs URA
-16.1%
-67.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.4% | -2.4% | +1.5% |
| 7D | -13.1% | -4.1% | -9.0% | -12.7% |
| 30D | -13.0% | -19.0% | +6.0% | -11.3% |
| 3M | -21.5% | -25.1% | +3.6% | -19.6% |
| 6M | -2.5% | -44.5% | +42.0% | +6.1% |
| YTD | -49.7% | -24.3% | -25.4% | -52.1% |
| 1Y | -59.1% | -28.1% | -31.0% | -60.2% |
| All | -83.7% | -16.1% | -67.6% | -85.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling