-9.2%
FLUT vs URA
+371.9%
-381.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.5% | 0.0% |
| 7D | +3.8% | +8.1% | -4.3% | +2.4% |
| 30D | +6.3% | +5.8% | +0.5% | +5.1% |
| 3M | -4.0% | +3.4% | -7.5% | -5.2% |
| 6M | -10.3% | -2.6% | -7.7% | -11.3% |
| YTD | -53.2% | +11.2% | -64.3% | -55.5% |
| 1Y | -65.0% | +19.8% | -84.9% | -67.6% |
| 3Y | -43.9% | +121.5% | -165.4% | -55.6% |
| 5Y | -49.2% | +134.5% | -183.7% | -61.2% |
| 10Y | -9.2% | +376.7% | -385.9% | -35.0% |
| All | -9.2% | +371.9% | -381.1% | -35.0% |
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