+32.9%
URI vs FIGR
-41.8%
+74.7%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.2% | -8.5% | -4.5% |
| 7D | -4.3% | -1.3% | -3.0% | -4.3% |
| 30D | +4.6% | -17.6% | +22.2% | +5.2% |
| 3M | -2.1% | -16.7% | +14.6% | -1.5% |
| 6M | +21.9% | -36.1% | +58.1% | +23.1% |
| YTD | +39.7% | -43.6% | +83.3% | +43.7% |
| 1Y | +32.9% | -39.8% | +72.7% | +36.4% |
| All | +32.9% | -41.8% | +74.7% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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