-68.5%
FLNC vs URA
+108.0%
-176.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.1% | +3.5% | +4.0% |
| 7D | +6.0% | +8.1% | -2.2% | -1.0% |
| 30D | -16.3% | +5.8% | -22.1% | -20.3% |
| 3M | -54.1% | +3.4% | -57.6% | -54.9% |
| 6M | -25.3% | -2.6% | -22.7% | -23.5% |
| YTD | -44.2% | +11.2% | -55.3% | -48.7% |
| 1Y | +53.1% | +19.8% | +33.3% | +39.3% |
| 3Y | -58.3% | +121.5% | -179.8% | -79.8% |
| All | -68.5% | +108.0% | -176.5% | -85.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling