-52.4%
FIS vs URI
+1,173.3%
-1,225.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.3% | +5.4% | +4.5% |
| 7D | +2.8% | +6.7% | -3.9% | +1.0% |
| 30D | -16.7% | +8.9% | -25.6% | -18.4% |
| 3M | -32.3% | +0.5% | -32.8% | -32.5% |
| 6M | -29.1% | +20.7% | -49.7% | -33.3% |
| YTD | -54.1% | +40.0% | -94.2% | -59.5% |
| 1Y | -53.7% | +34.4% | -88.1% | -58.6% |
| 3Y | -38.8% | +149.5% | -188.3% | -56.4% |
| 5Y | -71.1% | +205.6% | -276.7% | -81.2% |
| All | -52.4% | +1,173.3% | -1,225.7% | -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 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