+10.5%
URI vs FRMI
-93.8%
+104.3%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | +1.0% |
| 7D | -9.8% | -39.8% | +30.1% | -7.9% |
| 30D | +1.7% | -60.5% | +62.2% | +5.4% |
| 3M | -9.1% | -74.6% | +65.6% | -4.4% |
| 6M | +9.9% | -71.8% | +81.6% | +14.6% |
| YTD | +31.2% | -80.4% | +111.6% | +37.1% |
| 1Y | +25.9% | -93.9% | +119.8% | +27.7% |
| All | +10.5% | -93.8% | +104.3% | +11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling