-56.3%
FIG vs URI
+32.9%
-89.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.9% | -3.7% | +3.6% |
| 7D | -12.6% | -4.0% | -8.6% | -13.3% |
| 30D | -13.8% | +6.8% | -20.6% | -13.3% |
| 3M | -16.7% | -2.8% | -13.9% | -17.1% |
| 6M | -6.1% | +20.9% | -27.0% | -6.2% |
| YTD | -48.1% | +40.2% | -88.3% | -50.9% |
| All | -56.3% | +32.9% | -89.2% | -55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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