-65.0%
FLUT vs URA
+20.2%
-85.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.5% | +0.6% |
| 7D | +3.8% | +8.1% | -4.3% | +3.8% |
| 30D | +6.3% | +5.8% | +0.5% | +6.1% |
| 3M | -4.0% | +3.4% | -7.5% | -3.7% |
| 6M | -10.3% | -2.6% | -7.7% | -10.8% |
| YTD | -53.2% | +11.2% | -64.3% | -55.2% |
| 1Y | -65.0% | +19.8% | -84.9% | -67.4% |
| All | -65.0% | +20.2% | -85.3% | -67.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling