+4,147.0%
URI vs FTI
+2,165.1%
+1,981.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.8% |
| 7D | -2.0% | +5.3% | -7.3% | -4.4% |
| 30D | -12.9% | +15.3% | -28.3% | -18.9% |
| 3M | -6.7% | +15.8% | -22.5% | -13.8% |
| 6M | +19.0% | +22.6% | -3.6% | +6.2% |
| YTD | +25.5% | +79.5% | -54.0% | -7.2% |
| 1Y | +5.5% | +102.0% | -96.5% | -27.3% |
| 3Y | +111.3% | +315.8% | -204.5% | -1.0% |
| 5Y | +198.6% | +1,129.5% | -931.0% | -25.8% |
| 10Y | +1,179.9% | +320.9% | +859.0% | +345.9% |
| All | +4,147.0% | +2,165.1% | +1,981.9% | +452.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling