+12.2%
URI vs FN
-54.4%
+66.6%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -14.2% | +7.1% | -4.9% |
| 7D | -12.9% | -16.0% | +3.1% | -10.6% |
| 30D | -3.4% | -40.1% | +36.7% | +4.0% |
| 3M | -10.0% | -43.9% | +33.9% | -2.7% |
| 6M | +12.2% | -55.6% | +67.8% | +23.6% |
| All | +12.2% | -54.4% | +66.6% | +23.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling