+4,339.3%
URI vs FTI
+1,702.1%
+2,637.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.1% | -2.0% | -0.4% |
| 7D | -9.8% | -7.6% | -2.2% | -6.2% |
| 30D | +1.7% | -7.1% | +8.9% | +4.9% |
| 3M | -9.1% | -8.7% | -0.3% | -5.9% |
| 6M | +9.9% | -14.0% | +23.8% | +15.9% |
| YTD | +31.2% | +42.8% | -11.6% | +7.5% |
| 1Y | +25.9% | +50.4% | -24.4% | +0.4% |
| 3Y | +147.4% | +194.1% | -46.7% | +36.8% |
| 5Y | +179.7% | +775.2% | -595.5% | -17.7% |
| 10Y | +1,419.5% | +189.2% | +1,230.3% | +534.8% |
| All | +4,339.3% | +1,702.1% | +2,637.1% | +540.1% |
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 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