-82.4%
FRMI vs URA
+3.1%
-85.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +3.1% | +8.4% | +8.2% |
| 7D | +23.3% | +8.1% | +15.2% | +13.9% |
| 30D | -7.6% | +5.8% | -13.4% | -12.4% |
| 3M | +0.2% | +3.4% | -3.3% | -3.7% |
| 6M | -28.7% | -2.6% | -26.1% | -28.0% |
| YTD | -28.6% | +11.2% | -39.8% | -40.7% |
| All | -82.4% | +3.1% | -85.6% | -83.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling