+10,451.8%
FIX vs URI
+7,134.6%
+3,317.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.4% |
| 7D | +6.0% | -2.0% | +8.0% | +6.6% |
| 30D | -7.2% | -12.9% | +5.7% | -3.3% |
| 3M | -15.9% | -6.7% | -9.1% | -13.9% |
| 6M | +12.7% | +19.0% | -6.3% | +6.6% |
| YTD | +72.8% | +25.5% | +47.3% | +59.6% |
| 1Y | +122.9% | +5.5% | +117.4% | +116.6% |
| 3Y | +774.3% | +111.3% | +663.0% | +598.6% |
| 5Y | +2,049.5% | +198.6% | +1,850.9% | +1,440.5% |
| 10Y | +5,821.5% | +1,179.9% | +4,641.5% | +2,689.4% |
| All | +10,451.8% | +7,134.6% | +3,317.2% | +2,400.8% |
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