+7,682.4%
URI vs FE
+526.2%
+7,156.2%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | -4.3% | +1.7% | -6.0% | -5.0% |
| 30D | +4.6% | +8.1% | -3.5% | +1.2% |
| 3M | -2.1% | -1.3% | -0.8% | -1.7% |
| 6M | +21.9% | +2.9% | +19.0% | +20.0% |
| YTD | +39.7% | +8.6% | +31.1% | +34.4% |
| 1Y | +32.9% | +6.3% | +26.5% | +28.8% |
| 3Y | +155.8% | +45.1% | +110.7% | +113.3% |
| 5Y | +202.4% | +47.1% | +155.3% | +148.8% |
| 10Y | +1,517.7% | +110.6% | +1,407.1% | +978.0% |
| All | +7,682.4% | +526.2% | +7,156.2% | +4,086.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling