-79.1%
FIG vs URA
+19.5%
-98.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.8% | -5.1% | -4.4% |
| 7D | -16.3% | +1.1% | -17.4% | -16.4% |
| 30D | -14.3% | +7.4% | -21.7% | -15.0% |
| 3M | +7.2% | -8.4% | +15.5% | +9.3% |
| 6M | -18.6% | -12.7% | -5.9% | -17.0% |
| YTD | -35.5% | +7.8% | -43.2% | -40.5% |
| 1Y | -55.8% | +19.5% | -75.2% | -62.5% |
| All | -79.1% | +19.5% | -98.6% | -82.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling