+10.9%
URI vs FIGR
-36.9%
+47.8%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +8.7% | -7.6% | +0.8% |
| 7D | -9.8% | +5.3% | -15.1% | -10.0% |
| 30D | +1.7% | -17.9% | +19.6% | +2.4% |
| 3M | -9.1% | -20.5% | +11.5% | -8.4% |
| 6M | +9.9% | -40.2% | +50.1% | +11.3% |
| YTD | +31.2% | -44.4% | +75.6% | +34.4% |
| 1Y | +25.9% | -36.3% | +62.3% | +27.8% |
| All | +10.9% | -36.9% | +47.8% | +11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling