+142.8%
FTI vs URA
-50.4%
+193.2%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.5% | -0.9% | +0.5% |
| 7D | -3.3% | +0.3% | -3.6% | -3.4% |
| 30D | -7.2% | -14.8% | +7.6% | -0.3% |
| 3M | -12.9% | -25.3% | +12.4% | -1.3% |
| 6M | -7.9% | -39.9% | +32.1% | +13.5% |
| YTD | +45.2% | -22.4% | +67.6% | +52.2% |
| 1Y | +48.1% | -29.0% | +77.0% | +60.8% |
| 3Y | +205.0% | +41.0% | +164.0% | +111.4% |
| 5Y | +838.8% | +38.3% | +800.5% | +523.9% |
| 10Y | +174.8% | +276.1% | -101.3% | -3.6% |
| All | +142.8% | -50.4% | +193.2% | +87.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling