-54.5%
FIS vs URI
+1,374.0%
-1,428.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.4% | -2.5% |
| 7D | -25.5% | -9.8% | -15.7% | -23.3% |
| 30D | -15.1% | +1.7% | -16.8% | -15.2% |
| 3M | -32.1% | -9.1% | -23.1% | -30.5% |
| 6M | -36.1% | +9.9% | -45.9% | -38.3% |
| YTD | -55.4% | +31.2% | -86.6% | -59.8% |
| 1Y | -53.9% | +25.9% | -79.8% | -58.0% |
| 3Y | -39.8% | +147.4% | -187.1% | -56.8% |
| 5Y | -71.1% | +179.7% | -250.8% | -80.6% |
| All | -54.5% | +1,374.0% | -1,428.5% | -79.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling