+120.5%
URI vs FGI
-4.4%
+124.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.5% | -5.9% | +1.6% |
| 7D | -2.0% | +0.5% | -2.5% | -2.0% |
| 30D | -12.9% | +65.4% | -78.3% | -13.8% |
| 3M | -6.7% | +23.5% | -30.2% | -7.4% |
| 6M | +19.0% | +60.5% | -41.5% | +17.1% |
| YTD | +25.5% | +30.0% | -4.5% | +23.9% |
| 1Y | +5.5% | +82.1% | -76.5% | +3.6% |
| All | +120.5% | -4.4% | +124.9% | +127.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling