+1,157.2%
URI vs FTI
+304.2%
+852.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.4% |
| 7D | +2.5% | -0.2% | +2.7% | +2.6% |
| 30D | -12.5% | +12.3% | -24.9% | -16.9% |
| 3M | -6.2% | +13.8% | -20.0% | -11.7% |
| 6M | +25.9% | +24.3% | +1.6% | +13.3% |
| YTD | +26.2% | +75.8% | -49.6% | -2.3% |
| 1Y | +5.5% | +99.6% | -94.1% | -23.5% |
| 3Y | +125.0% | +278.4% | -153.5% | +21.0% |
| 5Y | +210.4% | +1,168.7% | -958.3% | -8.8% |
| 10Y | +1,157.2% | +297.5% | +859.7% | +396.8% |
| All | +1,157.2% | +304.2% | +852.9% | +396.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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