+251.6%
URI vs FGI
-70.3%
+321.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | 0.0% | -7.1% | -7.1% |
| 7D | -12.9% | -11.6% | -1.3% | -12.8% |
| 30D | -3.4% | -3.3% | -0.1% | -3.4% |
| 3M | -10.0% | +65.6% | -75.6% | -11.7% |
| 6M | +12.2% | -2.8% | +15.0% | +11.1% |
| YTD | +29.8% | +30.1% | -0.4% | +26.5% |
| 1Y | +24.6% | +50.2% | -25.6% | +20.6% |
| 3Y | +137.6% | -0.4% | +138.0% | +129.8% |
| All | +251.6% | -70.3% | +321.9% | +245.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling