+7,128.3%
URI vs FDS
+7,405.7%
-277.4%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.5% | -6.6% | -6.9% |
| 7D | -12.9% | +6.4% | -19.3% | -15.6% |
| 30D | -3.4% | +25.2% | -28.6% | -13.3% |
| 3M | -10.0% | +22.9% | -32.9% | -19.4% |
| 6M | +12.2% | +56.5% | -44.3% | -13.5% |
| YTD | +29.8% | +19.0% | +10.8% | +11.4% |
| 1Y | +24.6% | +32.7% | -8.1% | +0.7% |
| 3Y | +137.6% | -20.4% | +158.0% | +142.9% |
| 5Y | +176.6% | -19.6% | +196.2% | +179.8% |
| 10Y | +1,402.6% | +148.5% | +1,254.1% | +777.9% |
| All | +7,128.3% | +7,405.7% | -277.4% | +1,093.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling