+40.7%
URA vs FGI
+1.5%
+39.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.8% | +5.2% | +4.4% |
| 7D | -4.1% | -7.0% | +2.8% | -4.1% |
| 30D | -19.0% | -4.2% | -14.8% | -19.0% |
| 3M | -25.1% | +55.6% | -80.7% | -25.4% |
| 6M | -44.5% | -3.2% | -41.3% | -44.7% |
| YTD | -24.3% | +29.1% | -53.4% | -25.2% |
| 1Y | -28.1% | +51.0% | -79.1% | -28.7% |
| 3Y | +40.7% | +1.5% | +39.2% | +39.9% |
| All | +40.7% | +1.5% | +39.2% | +39.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling