-79.1%
FIG vs URI
+16.9%
-96.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.6% | -6.0% | -4.2% |
| 7D | -16.3% | -2.0% | -14.3% | -16.4% |
| 30D | -14.3% | -12.9% | -1.4% | -15.2% |
| 3M | +7.2% | -6.7% | +13.9% | +6.4% |
| 6M | -18.6% | +19.0% | -37.6% | -20.6% |
| YTD | -35.5% | +25.5% | -61.0% | -39.2% |
| 1Y | -55.8% | +5.5% | -61.3% | -56.2% |
| All | -79.1% | +16.9% | -96.0% | -79.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling