+7,883.4%
URI vs FDS
+7,282.5%
+600.9%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.7% | +1.4% | +2.9% |
| 7D | +2.6% | -2.1% | +4.7% | +3.6% |
| 30D | +9.1% | +16.0% | -6.9% | +1.4% |
| 3M | +1.0% | +18.8% | -17.8% | -8.2% |
| 6M | +23.3% | +54.1% | -30.8% | -4.0% |
| YTD | +43.3% | +17.0% | +26.3% | +24.0% |
| 1Y | +35.9% | +25.5% | +10.4% | +12.9% |
| 3Y | +158.6% | -23.3% | +182.0% | +169.0% |
| 5Y | +213.1% | -22.6% | +235.7% | +222.5% |
| 10Y | +1,213.1% | +130.2% | +1,082.8% | +693.4% |
| All | +7,883.4% | +7,282.5% | +600.9% | +1,227.0% |
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