+1,182.4%
URI vs FTI
+178.7%
+1,003.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.4% |
| 7D | -6.0% | -3.3% | -2.7% | -4.6% |
| 30D | +4.6% | -7.2% | +11.8% | +7.4% |
| 3M | -2.7% | -12.9% | +10.2% | +2.4% |
| 6M | +18.4% | -7.9% | +26.2% | +20.6% |
| YTD | +37.4% | +45.2% | -7.8% | +14.7% |
| 1Y | +30.4% | +48.1% | -17.7% | +7.8% |
| 3Y | +147.9% | +205.0% | -57.1% | +46.4% |
| 5Y | +202.1% | +838.8% | -636.8% | +2.6% |
| 10Y | +1,182.4% | +174.8% | +1,007.6% | +539.2% |
| All | +1,182.4% | +178.7% | +1,003.8% | +539.2% |
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