+149.5%
URI vs FND
-39.5%
+189.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -0.5% |
| 7D | +6.7% | -6.8% | +13.6% | +9.3% |
| 30D | +8.9% | +8.0% | +0.9% | +5.5% |
| 3M | +0.5% | -18.9% | +19.5% | +7.3% |
| 6M | +20.7% | +4.7% | +16.0% | +15.6% |
| YTD | +40.0% | -21.6% | +61.6% | +48.8% |
| 1Y | +34.4% | -22.0% | +56.4% | +42.9% |
| 3Y | +149.5% | -40.4% | +189.9% | +169.9% |
| All | +149.5% | -39.5% | +189.0% | +169.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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