+240.1%
URI vs FGI
-70.4%
+310.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.5% | -5.9% | +1.5% |
| 7D | -2.0% | +0.5% | -2.5% | -2.0% |
| 30D | -12.9% | +65.4% | -78.3% | -14.4% |
| 3M | -6.7% | +23.5% | -30.2% | -7.9% |
| 6M | +19.0% | +60.5% | -41.5% | +15.5% |
| YTD | +25.5% | +30.0% | -4.5% | +22.5% |
| 1Y | +5.5% | +82.1% | -76.5% | +0.9% |
| 3Y | +111.3% | -4.4% | +115.7% | +105.0% |
| All | +240.1% | -70.4% | +310.5% | +234.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling