+200.3%
FTI vs URA
-31.1%
+231.4%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.7% |
| 7D | +5.3% | +1.1% | +4.2% | +4.7% |
| 30D | +15.3% | +7.4% | +7.9% | +10.9% |
| 3M | +15.8% | -8.4% | +24.2% | +18.3% |
| 6M | +22.6% | -12.7% | +35.3% | +25.3% |
| YTD | +79.5% | +7.8% | +71.8% | +62.5% |
| 1Y | +102.0% | +19.5% | +82.6% | +67.4% |
| 3Y | +315.8% | +116.4% | +199.4% | +133.3% |
| 5Y | +1,129.5% | +134.3% | +995.2% | +516.0% |
| 10Y | +320.9% | +359.3% | -38.3% | +35.8% |
| All | +200.3% | -31.1% | +231.4% | +100.3% |
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