+180.4%
FTI vs URA
+287.0%
-106.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +0.6% |
| 7D | +1.4% | +2.9% | -1.5% | -0.1% |
| 30D | -6.3% | -10.8% | +4.6% | -1.6% |
| 3M | -13.1% | -25.5% | +12.4% | -1.9% |
| 6M | -8.0% | -41.2% | +33.2% | +14.1% |
| YTD | +47.1% | -21.3% | +68.3% | +52.1% |
| 1Y | +50.7% | -25.7% | +76.4% | +59.1% |
| 3Y | +209.0% | +43.1% | +165.9% | +105.5% |
| 5Y | +847.0% | +35.6% | +811.4% | +514.5% |
| All | +180.4% | +287.0% | -106.6% | -16.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling