-71.6%
FLNC vs URA
+90.7%
-162.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.3% | +5.7% | +5.3% |
| 7D | -4.1% | -5.5% | +1.4% | +0.8% |
| 30D | -24.8% | -3.7% | -21.1% | -22.5% |
| 3M | -59.1% | -2.9% | -56.2% | -57.7% |
| 6M | -42.0% | -15.2% | -26.7% | -33.2% |
| YTD | -49.8% | +1.9% | -51.7% | -50.3% |
| 1Y | +43.1% | +6.9% | +36.1% | +43.2% |
| 3Y | -61.0% | +99.6% | -160.6% | -79.3% |
| All | -71.6% | +90.7% | -162.3% | -85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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