-0.8%
FLR vs URA
-51.6%
+50.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.4% | -1.1% | +1.0% |
| 7D | -0.8% | -4.1% | +3.3% | +1.5% |
| 30D | -9.1% | -19.0% | +9.9% | +1.8% |
| 3M | -4.7% | -25.1% | +20.5% | +11.0% |
| 6M | -14.2% | -44.5% | +30.2% | +16.6% |
| YTD | +17.3% | -24.3% | +41.6% | +32.2% |
| 1Y | +4.3% | -28.1% | +32.4% | +20.5% |
| 3Y | +30.7% | +40.7% | -9.9% | +2.9% |
| 5Y | +101.3% | +35.5% | +65.8% | +51.3% |
| 10Y | +12.4% | +281.2% | -268.8% | -56.4% |
| All | -0.8% | -51.6% | +50.8% | -6.8% |
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 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