+14.5%
FIX vs URI
+32.9%
-18.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +6.9% | +2.5% | +5.9% |
| 7D | -7.2% | -4.0% | -3.2% | -5.0% |
| 30D | -35.1% | +6.8% | -41.9% | -36.5% |
| 3M | -34.3% | -2.8% | -31.5% | -33.0% |
| 6M | -42.9% | +20.9% | -63.8% | -45.8% |
| YTD | +19.5% | +40.2% | -20.8% | -2.7% |
| All | +14.5% | +32.9% | -18.4% | -1.4% |
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