-83.7%
FIG vs URI
+22.2%
-105.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +2.0% |
| 7D | -13.1% | -9.8% | -3.3% | -13.6% |
| 30D | -13.0% | +1.7% | -14.7% | -12.7% |
| 3M | -21.5% | -9.1% | -12.5% | -21.8% |
| 6M | -2.5% | +9.9% | -12.3% | -3.6% |
| YTD | -49.7% | +31.2% | -80.9% | -52.3% |
| 1Y | -59.1% | +25.9% | -85.0% | -60.6% |
| All | -83.7% | +22.2% | -105.9% | -83.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling