+120.5%
URI vs FTI
+314.3%
-193.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -2.0% | +5.3% | -7.3% | -3.9% |
| 30D | -12.9% | +15.3% | -28.3% | -17.7% |
| 3M | -6.7% | +15.8% | -22.5% | -12.3% |
| 6M | +19.0% | +22.6% | -3.6% | +8.3% |
| YTD | +25.5% | +79.5% | -54.0% | -3.4% |
| 1Y | +5.5% | +102.0% | -96.5% | -23.7% |
| All | +120.5% | +314.3% | -193.8% | +18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling