+1,168.7%
FTI vs URA
+131.0%
+1,037.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.1% | -5.2% | -3.1% |
| 7D | -0.2% | +8.1% | -8.3% | -2.8% |
| 30D | +12.3% | +5.8% | +6.6% | +9.8% |
| 3M | +13.8% | +3.4% | +10.3% | +11.2% |
| 6M | +24.3% | -2.6% | +26.9% | +21.9% |
| YTD | +75.8% | +11.2% | +64.6% | +61.7% |
| 1Y | +99.6% | +19.8% | +79.8% | +73.1% |
| 3Y | +278.4% | +121.5% | +157.0% | +134.4% |
| 5Y | +1,168.7% | +134.5% | +1,034.2% | +640.8% |
| All | +1,168.7% | +131.0% | +1,037.7% | +640.8% |
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