+176.6%
URI vs FN
+148.3%
+28.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -14.2% | +7.1% | -3.8% |
| 7D | -12.9% | -16.0% | +3.1% | -9.7% |
| 30D | -3.4% | -40.1% | +36.7% | +7.7% |
| 3M | -10.0% | -43.9% | +33.9% | +0.9% |
| 6M | +12.2% | -55.6% | +67.8% | +30.4% |
| YTD | +29.8% | -35.7% | +65.4% | +32.6% |
| 1Y | +24.6% | -39.8% | +64.4% | +28.7% |
| 3Y | +137.6% | +80.3% | +57.3% | +58.3% |
| 5Y | +176.6% | +143.3% | +33.3% | +46.8% |
| All | +176.6% | +148.3% | +28.3% | +46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling