-25.6%
FLUT vs URA
+289.1%
-314.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.5% | -1.5% | +0.6% |
| 7D | -1.5% | +0.3% | -1.8% | -1.6% |
| 30D | +3.4% | -14.8% | +18.2% | +6.1% |
| 3M | -12.5% | -25.3% | +12.8% | -8.3% |
| 6M | -18.5% | -39.9% | +21.5% | -11.8% |
| YTD | -61.6% | -22.4% | -39.2% | -61.3% |
| 1Y | -64.1% | -29.0% | -35.1% | -63.1% |
| 3Y | -44.5% | +41.0% | -85.4% | -52.3% |
| 5Y | -51.3% | +38.3% | -89.6% | -59.7% |
| 10Y | -25.6% | +276.1% | -301.6% | -44.9% |
| All | -25.6% | +289.1% | -314.6% | -44.9% |
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