+179.2%
URI vs FTI
+776.4%
-597.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.1% | -2.0% | 0.0% |
| 7D | -9.8% | -7.6% | -2.2% | -7.2% |
| 30D | +1.7% | -7.1% | +8.9% | +4.0% |
| 3M | -9.1% | -8.7% | -0.3% | -6.7% |
| 6M | +9.9% | -14.0% | +23.8% | +14.4% |
| YTD | +31.2% | +42.8% | -11.6% | +12.5% |
| 1Y | +25.9% | +50.4% | -24.4% | +5.7% |
| 3Y | +147.4% | +194.1% | -46.7% | +58.5% |
| All | +179.2% | +776.4% | -597.2% | +23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling