+1,324.6%
URI vs FN
+663.9%
+660.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -14.2% | +7.1% | -2.8% |
| 7D | -12.9% | -16.0% | +3.1% | -8.7% |
| 30D | -3.4% | -40.1% | +36.7% | +11.3% |
| 3M | -10.0% | -43.9% | +33.9% | +4.4% |
| 6M | +12.2% | -55.6% | +67.8% | +36.2% |
| YTD | +29.8% | -35.7% | +65.4% | +33.2% |
| 1Y | +24.6% | -39.8% | +64.4% | +29.6% |
| 3Y | +137.6% | +80.3% | +57.3% | +45.1% |
| 5Y | +176.6% | +143.3% | +33.3% | +39.9% |
| All | +1,324.6% | +663.9% | +660.6% | +382.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling