+51.8%
FTI vs URA
-29.1%
+80.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.1% | -0.2% |
| 7D | +5.4% | +4.5% | +1.0% | +4.7% |
| 30D | -8.2% | -13.4% | +5.2% | -6.7% |
| 3M | -13.7% | -28.4% | +14.7% | -10.5% |
| 6M | -11.2% | -40.5% | +29.3% | -5.1% |
| YTD | +46.0% | -24.3% | +70.3% | +44.8% |
| 1Y | +51.8% | -28.8% | +80.6% | +51.5% |
| All | +51.8% | -29.1% | +80.9% | +51.5% |
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