-85.1%
FRMI vs URA
-29.3%
-55.8%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | -1.6% | +28.3% | +28.4% |
| 7D | +66.2% | -1.5% | +67.8% | +67.7% |
| 30D | -17.4% | -10.4% | -7.0% | -5.9% |
| 3M | -60.5% | -29.6% | -30.8% | -41.6% |
| 6M | -56.5% | -40.3% | -16.2% | -24.5% |
| YTD | -67.4% | -25.5% | -41.9% | -58.9% |
| 1Y | -85.1% | -26.4% | -58.7% | -80.4% |
| All | -85.1% | -29.3% | -55.8% | -80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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