+17.9%
URI vs FRMI
-89.6%
+107.6%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +26.7% | -28.0% | -2.6% |
| 7D | +6.7% | +66.2% | -59.5% | +3.6% |
| 30D | +8.9% | -17.4% | +26.3% | +8.7% |
| 3M | +0.5% | -60.5% | +61.0% | +3.0% |
| 6M | +20.7% | -56.5% | +77.2% | +22.6% |
| YTD | +40.0% | -67.4% | +107.4% | +42.1% |
| 1Y | +34.4% | -85.1% | +119.5% | +34.8% |
| All | +17.9% | -89.6% | +107.6% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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