-4.4%
FIG vs URI
+10.9%
-15.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -7.1% | -9.6% | -19.1% |
| 7D | -17.4% | -12.9% | -4.5% | -22.5% |
| 30D | -15.9% | -3.4% | -12.5% | -16.9% |
| 3M | -34.5% | -10.0% | -24.5% | -38.3% |
| All | -4.4% | +10.9% | -15.3% | +4.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling