+34.4%
URI vs FGI
+17.8%
+16.6%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -25.2% | +23.9% | -1.2% |
| 7D | +6.7% | -14.4% | +21.1% | +6.8% |
| 30D | +8.9% | -11.8% | +20.6% | +8.9% |
| 3M | +0.5% | -46.2% | +46.8% | +0.7% |
| 6M | +20.7% | +5.2% | +15.5% | +20.2% |
| YTD | +40.0% | +10.5% | +29.5% | +40.0% |
| 1Y | +34.4% | +25.5% | +8.9% | +32.7% |
| All | +34.4% | +17.8% | +16.6% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling