+97.9%
FIS vs URA
-31.1%
+129.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.1% |
| 7D | +1.1% | +1.1% | 0.0% | +0.8% |
| 30D | -2.2% | +7.4% | -9.6% | -3.9% |
| 3M | +2.1% | -8.4% | +10.5% | +3.2% |
| 6M | -14.7% | -12.7% | -2.0% | -13.7% |
| YTD | -35.7% | +7.8% | -43.5% | -38.8% |
| 1Y | -37.1% | +19.5% | -56.5% | -42.5% |
| 3Y | -20.0% | +116.4% | -136.4% | -39.9% |
| 5Y | -62.1% | +134.3% | -196.4% | -73.3% |
| 10Y | -37.4% | +359.3% | -396.6% | -66.3% |
| All | +97.9% | -31.1% | +129.0% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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