+1,340.7%
URI vs FN
+753.0%
+587.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +11.7% | -10.5% | -2.4% |
| 7D | -9.8% | 0.0% | -9.7% | -10.4% |
| 30D | +1.7% | -34.3% | +36.1% | +13.9% |
| 3M | -9.1% | -39.9% | +30.8% | +3.2% |
| 6M | +9.9% | -51.8% | +61.7% | +29.9% |
| YTD | +31.2% | -28.1% | +59.4% | +30.1% |
| 1Y | +25.9% | -29.1% | +55.0% | +24.1% |
| 3Y | +147.4% | +102.4% | +44.9% | +45.5% |
| 5Y | +179.7% | +171.7% | +8.1% | +36.5% |
| All | +1,340.7% | +753.0% | +587.7% | +370.9% |
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