+61.8%
FLR vs URA
+121.0%
-59.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.3% | -0.9% |
| 7D | +0.7% | +8.1% | -7.4% | -3.7% |
| 30D | -0.7% | +5.8% | -6.4% | -4.1% |
| 3M | +14.3% | +3.4% | +10.9% | +11.6% |
| 6M | +25.6% | -2.6% | +28.2% | +25.1% |
| YTD | +42.9% | +11.2% | +31.7% | +29.5% |
| 1Y | +38.7% | +19.8% | +18.9% | +19.2% |
| 3Y | +61.8% | +121.5% | -59.7% | +9.8% |
| All | +61.8% | +121.0% | -59.2% | +9.8% |
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