+20.2%
FLR vs URA
+369.2%
-349.0%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.8% | -2.4% |
| 7D | -3.1% | +5.7% | -8.9% | -6.1% |
| 30D | +4.9% | +5.6% | -0.7% | +1.4% |
| 3M | +10.8% | +6.2% | +4.6% | +6.9% |
| 6M | +19.7% | -8.2% | +27.9% | +23.7% |
| YTD | +38.4% | +9.7% | +28.7% | +27.5% |
| 1Y | +34.7% | +17.0% | +17.7% | +18.4% |
| 3Y | +56.7% | +118.5% | -61.8% | -5.1% |
| 5Y | +241.6% | +134.3% | +107.3% | +79.9% |
| 10Y | +20.2% | +377.5% | -357.3% | -63.3% |
| All | +20.2% | +369.2% | -349.0% | -63.3% |
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