+145.9%
FTI vs URA
-49.7%
+195.6%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.5% |
| 3M | -13.1% | -25.5% | +12.4% | -1.6% |
| 6M | -8.0% | -41.2% | +33.2% | +14.4% |
| YTD | +47.1% | -21.3% | +68.3% | +52.8% |
| 1Y | +50.7% | -25.7% | +76.4% | +59.8% |
| 3Y | +209.0% | +43.1% | +165.9% | +112.4% |
| 5Y | +847.0% | +35.6% | +811.4% | +536.7% |
| 10Y | +184.3% | +281.3% | -97.0% | -1.0% |
| All | +145.9% | -49.7% | +195.6% | +88.4% |
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