-51.1%
FIS vs URI
+33.3%
-84.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | -4.4% | -19.3% | -23.7% |
| 7D | -18.4% | -4.3% | -14.1% | -18.5% |
| 30D | -11.4% | +4.6% | -16.0% | -10.9% |
| 3M | -32.0% | -2.1% | -29.9% | -31.9% |
| 6M | -35.6% | +21.9% | -57.5% | -35.1% |
| YTD | -53.8% | +39.7% | -93.5% | -53.4% |
| 1Y | -51.1% | +32.9% | -83.9% | -50.1% |
| All | -51.1% | +33.3% | -84.4% | -50.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling