+86.1%
URA vs FGI
-68.3%
+154.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.9% | -4.4% | +1.4% |
| 7D | +2.9% | +6.9% | -4.0% | +2.8% |
| 30D | -10.8% | +3.9% | -14.7% | -10.9% |
| 3M | -25.5% | +74.3% | -99.8% | -26.9% |
| 6M | -41.2% | +28.9% | -70.2% | -42.2% |
| YTD | -21.3% | +39.1% | -60.4% | -23.9% |
| 1Y | -25.7% | +49.3% | -75.0% | -28.4% |
| 3Y | +43.1% | +5.7% | +37.3% | +35.6% |
| All | +86.1% | -68.3% | +154.4% | +87.8% |
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