+1,210.8%
URI vs FDS
+132.8%
+1,078.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.7% | +1.4% | +2.9% |
| 7D | +2.4% | -2.1% | +4.5% | +3.4% |
| 30D | +8.9% | +16.0% | -7.1% | +1.3% |
| 3M | +0.8% | +18.8% | -18.0% | -8.2% |
| 6M | +23.1% | +54.1% | -31.0% | -4.9% |
| YTD | +43.1% | +17.0% | +26.1% | +25.9% |
| 1Y | +35.7% | +25.5% | +10.2% | +13.4% |
| 3Y | +158.2% | -23.3% | +181.5% | +188.2% |
| 5Y | +212.6% | -22.6% | +235.2% | +241.7% |
| 10Y | +1,210.8% | +130.2% | +1,080.6% | +607.6% |
| All | +1,210.8% | +132.8% | +1,078.0% | +607.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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