+247.6%
FIS vs URI
+4,828.0%
-4,580.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +4.2% | +2.6% | +5.8% |
| 7D | +1.5% | +2.6% | -1.1% | +0.8% |
| 30D | -11.8% | +9.1% | -20.9% | -13.5% |
| 3M | -28.5% | +1.0% | -29.5% | -28.8% |
| 6M | -27.0% | +23.3% | -50.4% | -31.2% |
| YTD | -53.1% | +43.3% | -96.4% | -58.0% |
| 1Y | -52.8% | +35.9% | -88.7% | -57.2% |
| 3Y | -37.5% | +158.6% | -196.1% | -52.8% |
| 5Y | -71.1% | +213.1% | -284.2% | -79.5% |
| 10Y | -52.0% | +1,213.1% | -1,265.1% | -77.4% |
| All | +247.6% | +4,828.0% | -4,580.4% | -25.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling