-22.6%
FPS vs URI
+35.9%
-58.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -4.4% | -12.9% | -14.7% |
| 7D | -23.3% | -4.3% | -19.0% | -20.8% |
| 30D | -42.4% | +4.6% | -47.0% | -43.6% |
| 3M | -43.0% | -2.1% | -40.9% | -42.0% |
| 6M | -44.5% | +21.9% | -66.4% | -47.8% |
| All | -22.6% | +35.9% | -58.6% | -29.9% |
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