+8.4%
FLR vs URA
+289.1%
-280.7%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.5% | +6.0% | +7.1% |
| 7D | +5.1% | +0.3% | +4.8% | +5.1% |
| 30D | -0.5% | -14.8% | +14.3% | +8.9% |
| 3M | -3.5% | -25.3% | +21.8% | +12.8% |
| 6M | +16.5% | -39.9% | +56.4% | +52.7% |
| YTD | +27.3% | -22.4% | +49.7% | +41.8% |
| 1Y | +10.6% | -29.0% | +39.6% | +29.1% |
| 3Y | +39.4% | +41.0% | -1.6% | +8.2% |
| 5Y | +126.4% | +38.3% | +88.1% | +66.4% |
| 10Y | +8.4% | +276.1% | -267.7% | -62.0% |
| All | +8.4% | +289.1% | -280.7% | -62.0% |
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