-60.2%
FLNC vs URA
+116.4%
-176.6%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.3% | -7.0% | -7.3% |
| 7D | -4.2% | +5.7% | -9.9% | -8.3% |
| 30D | -20.0% | +5.6% | -25.6% | -23.3% |
| 3M | -56.9% | +6.2% | -63.1% | -58.3% |
| 6M | -35.5% | -8.2% | -27.3% | -31.2% |
| YTD | -48.8% | +9.7% | -58.5% | -51.7% |
| 1Y | +49.3% | +17.0% | +32.3% | +44.4% |
| All | -60.2% | +116.4% | -176.6% | -73.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling