+19.9%
FLR vs URA
-31.1%
+51.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.8% |
| 7D | +5.4% | +1.1% | +4.3% | +4.7% |
| 30D | +11.4% | +7.4% | +4.0% | +7.0% |
| 3M | +11.4% | -8.4% | +19.8% | +16.3% |
| 6M | +16.6% | -12.7% | +29.4% | +23.8% |
| YTD | +41.7% | +7.8% | +33.9% | +32.4% |
| 1Y | +35.4% | +19.5% | +16.0% | +18.5% |
| 3Y | +57.3% | +116.4% | -59.1% | -2.2% |
| 5Y | +241.0% | +134.3% | +106.7% | +86.3% |
| 10Y | +16.6% | +359.3% | -342.6% | -59.2% |
| All | +19.9% | -31.1% | +51.0% | -6.7% |
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