-83.6%
FIG vs URI
+33.4%
-117.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.2% | -2.3% | +1.9% |
| 7D | -14.3% | +2.6% | -16.9% | -14.4% |
| 30D | -13.6% | +9.1% | -22.7% | -13.4% |
| 3M | -23.7% | +1.0% | -24.7% | -23.8% |
| 6M | -5.4% | +23.3% | -28.7% | -6.6% |
| YTD | -49.2% | +43.3% | -92.5% | -51.8% |
| 1Y | -57.4% | +35.9% | -93.3% | -58.7% |
| All | -83.6% | +33.4% | -117.0% | -83.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling