+35.7%
URI vs FRMI
-92.4%
+128.1%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +17.5% | -13.4% | +2.9% |
| 7D | +2.4% | -0.5% | +3.0% | +2.3% |
| 30D | +8.9% | -44.3% | +53.2% | +11.9% |
| 3M | +0.8% | -74.6% | +75.4% | +7.8% |
| 6M | +23.1% | -66.3% | +89.4% | +28.5% |
| YTD | +43.1% | -77.4% | +120.4% | +49.8% |
| 1Y | +35.7% | -91.7% | +127.4% | +46.5% |
| All | +35.7% | -92.4% | +128.1% | +46.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling