+176.6%
URI vs FE
+46.2%
+130.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.2% | -7.0% | -7.1% |
| 7D | -12.9% | +0.6% | -13.5% | -13.1% |
| 30D | -3.4% | +6.4% | -9.8% | -5.5% |
| 3M | -10.0% | -0.5% | -9.6% | -9.9% |
| 6M | +12.2% | +4.7% | +7.4% | +10.0% |
| YTD | +29.8% | +8.4% | +21.4% | +25.8% |
| 1Y | +24.6% | +7.2% | +17.4% | +21.2% |
| 3Y | +137.6% | +44.9% | +92.7% | +98.2% |
| 5Y | +176.6% | +46.3% | +130.3% | +128.1% |
| All | +176.6% | +46.2% | +130.4% | +128.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling