-22.1%
FPS vs URI
+36.5%
-58.5%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | +6.9% | +9.1% | +11.0% |
| 7D | -8.0% | -4.0% | -4.0% | -4.4% |
| 30D | -43.5% | +6.8% | -50.3% | -44.9% |
| 3M | -41.6% | -2.8% | -38.8% | -39.9% |
| 6M | -44.0% | +20.9% | -64.9% | -46.9% |
| All | -22.1% | +36.5% | -58.5% | -29.0% |
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