+83.4%
URA vs FGI
-70.0%
+153.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.8% | +0.7% | +2.5% |
| 7D | +0.3% | -4.1% | +4.4% | +0.4% |
| 30D | -14.8% | -3.4% | -11.4% | -14.8% |
| 3M | -25.3% | +61.8% | -87.1% | -26.6% |
| 6M | -39.9% | +17.0% | -57.0% | -40.8% |
| YTD | -22.4% | +31.4% | -53.8% | -25.0% |
| 1Y | -29.0% | +42.7% | -71.6% | -31.5% |
| 3Y | +41.0% | -0.1% | +41.1% | +33.7% |
| All | +83.4% | -70.0% | +153.4% | +85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling