+54.6%
FTI vs URA
-32.2%
+86.7%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.3% | -3.2% |
| 7D | -9.7% | -10.5% | +0.9% | -8.4% |
| 30D | -8.2% | -18.6% | +10.5% | -6.0% |
| 3M | -7.8% | -23.0% | +15.2% | -5.2% |
| 6M | -13.4% | -40.3% | +26.9% | -7.6% |
| YTD | +45.1% | -23.5% | +68.5% | +44.2% |
| 1Y | +54.6% | -31.1% | +85.7% | +56.0% |
| All | +54.6% | -32.2% | +86.7% | +56.0% |
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