+255.5%
URI vs FGI
-70.6%
+326.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.1% |
| 7D | -9.8% | -7.0% | -2.8% | -9.7% |
| 30D | +1.7% | -4.2% | +6.0% | +1.8% |
| 3M | -9.1% | +55.6% | -64.7% | -10.6% |
| 6M | +9.9% | -3.2% | +13.0% | +8.8% |
| YTD | +31.2% | +29.1% | +2.1% | +27.9% |
| 1Y | +25.9% | +51.0% | -25.0% | +21.9% |
| 3Y | +147.4% | +1.5% | +145.9% | +138.8% |
| All | +255.5% | -70.6% | +326.1% | +249.3% |
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