+3,459.3%
FIX vs URI
+1,357.5%
+2,101.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -7.1% | -4.5% | -7.9% |
| 7D | -27.2% | -12.9% | -14.3% | -21.4% |
| 30D | -46.9% | -3.4% | -43.5% | -45.7% |
| 3M | -44.4% | -10.0% | -34.4% | -41.1% |
| 6M | -50.9% | +12.2% | -63.1% | -53.5% |
| YTD | +3.5% | +29.8% | -26.2% | -11.3% |
| 1Y | -2.1% | +24.6% | -26.7% | -14.2% |
| 3Y | +418.7% | +137.6% | +281.2% | +228.9% |
| 5Y | +894.6% | +176.6% | +717.9% | +462.9% |
| All | +3,459.3% | +1,357.5% | +2,101.8% | +837.1% |
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