+14.4%
FIX vs URI
+33.3%
-18.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -4.4% | -10.7% | -13.1% |
| 7D | -18.9% | -4.3% | -14.6% | -17.0% |
| 30D | -36.3% | +4.6% | -40.9% | -37.2% |
| 3M | -38.5% | -2.1% | -36.4% | -37.7% |
| 6M | -42.3% | +21.9% | -64.2% | -45.4% |
| YTD | +17.1% | +39.7% | -22.6% | -4.2% |
| 1Y | +14.4% | +32.9% | -18.5% | -1.2% |
| All | +14.4% | +33.3% | -18.9% | -1.2% |
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 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