+448.7%
FIX vs URI
+138.8%
+310.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.1% | +4.3% | +4.8% |
| 7D | -17.5% | -9.8% | -7.7% | -11.6% |
| 30D | -41.6% | +1.7% | -43.3% | -41.7% |
| 3M | -40.6% | -9.1% | -31.5% | -36.8% |
| 6M | -49.4% | +9.9% | -59.2% | -51.6% |
| YTD | +9.2% | +31.2% | -22.0% | -9.9% |
| 1Y | +6.5% | +25.9% | -19.5% | -9.4% |
| 3Y | +448.7% | +147.4% | +301.3% | +209.3% |
| All | +448.7% | +138.8% | +310.0% | +209.3% |
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