+120.5%
URI vs FN
+158.4%
-37.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.1% | -1.5% | +1.0% |
| 7D | -2.0% | -1.7% | -0.3% | -1.6% |
| 30D | -12.9% | -22.0% | +9.0% | -9.1% |
| 3M | -6.7% | -43.0% | +36.3% | +2.7% |
| 6M | +19.0% | -27.7% | +46.7% | +22.4% |
| YTD | +25.5% | -10.5% | +36.1% | +21.1% |
| 1Y | +5.5% | +12.5% | -7.0% | -5.4% |
| All | +120.5% | +158.4% | -37.8% | +34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling