-41.4%
FIS vs URI
+155.7%
-197.1%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.1% |
| 7D | -27.4% | -6.0% | -21.4% | -26.8% |
| 30D | -16.8% | +4.6% | -21.4% | -17.0% |
| 3M | -32.6% | -2.7% | -29.9% | -32.4% |
| 6M | -33.4% | +18.4% | -51.8% | -35.1% |
| YTD | -56.0% | +37.4% | -93.4% | -58.5% |
| 1Y | -55.1% | +30.4% | -85.4% | -57.2% |
| 3Y | -41.4% | +147.9% | -189.3% | -54.2% |
| All | -41.4% | +155.7% | -197.1% | -54.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling