+277.6%
FTI vs URA
+116.4%
+161.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.2% |
| 7D | -2.3% | +5.7% | -8.1% | -3.5% |
| 30D | +5.0% | +5.6% | -0.6% | +3.6% |
| 3M | +13.8% | +6.2% | +7.6% | +11.6% |
| 6M | +22.9% | -8.2% | +31.1% | +23.4% |
| YTD | +75.0% | +9.7% | +65.3% | +65.7% |
| 1Y | +96.9% | +17.0% | +79.9% | +78.4% |
| All | +277.6% | +116.4% | +161.2% | +175.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling