+71.4%
URA vs FGI
-70.3%
+141.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | 0.0% | -5.2% | -5.3% |
| 7D | -13.3% | -11.6% | -1.7% | -13.1% |
| 30D | -25.9% | -3.3% | -22.6% | -25.9% |
| 3M | -27.8% | +65.6% | -93.3% | -29.1% |
| 6M | -42.8% | -2.8% | -40.1% | -43.5% |
| YTD | -27.5% | +30.1% | -57.6% | -29.9% |
| 1Y | -35.1% | +50.2% | -85.3% | -37.5% |
| 3Y | +31.1% | -0.4% | +31.5% | +24.2% |
| All | +71.4% | -70.3% | +141.7% | +73.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling