+6,893.4%
URI vs FDS
+6,556.8%
+336.7%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.5% | +5.1% | +3.2% |
| 7D | -2.0% | -1.9% | -0.1% | -1.1% |
| 30D | -12.9% | +9.0% | -22.0% | -16.7% |
| 3M | -6.7% | +18.9% | -25.6% | -16.2% |
| 6M | +19.0% | +35.1% | -16.1% | -2.1% |
| YTD | +25.5% | +5.5% | +20.0% | +15.2% |
| 1Y | +5.5% | -16.8% | +22.4% | +7.2% |
| 3Y | +111.3% | -28.1% | +139.4% | +128.7% |
| 5Y | +198.6% | -17.4% | +216.0% | +199.8% |
| 10Y | +1,179.9% | +85.4% | +1,094.5% | +764.6% |
| All | +6,893.4% | +6,556.8% | +336.7% | +1,133.0% |
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