+6,893.4%
URI vs FE
+520.8%
+6,372.7%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.9% |
| 7D | -2.0% | +1.9% | -3.9% | -2.8% |
| 30D | -12.9% | -1.2% | -11.8% | -12.5% |
| 3M | -6.7% | +3.5% | -10.2% | -8.3% |
| 6M | +19.0% | -6.1% | +25.1% | +22.0% |
| YTD | +25.5% | +7.6% | +17.9% | +21.3% |
| 1Y | +5.5% | +11.9% | -6.4% | +0.2% |
| 3Y | +111.3% | +48.4% | +62.9% | +74.5% |
| 5Y | +198.6% | +44.8% | +153.8% | +147.5% |
| 10Y | +1,179.9% | +115.9% | +1,064.0% | +743.4% |
| All | +6,893.4% | +520.8% | +6,372.7% | +3,678.7% |
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