+1,340.7%
URI vs FE
+105.3%
+1,235.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.6% | +1.6% |
| 7D | -9.8% | -1.0% | -8.8% | -9.5% |
| 30D | +1.7% | +4.1% | -2.4% | +0.3% |
| 3M | -9.1% | -1.0% | -8.0% | -8.8% |
| 6M | +9.9% | +4.0% | +5.9% | +8.0% |
| YTD | +31.2% | +6.8% | +24.4% | +27.7% |
| 1Y | +25.9% | +5.3% | +20.6% | +23.1% |
| 3Y | +147.4% | +44.6% | +102.8% | +111.4% |
| 5Y | +179.7% | +44.2% | +135.5% | +138.2% |
| All | +1,340.7% | +105.3% | +1,235.4% | +1,088.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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