-44.7%
FLUT vs URA
+37.6%
-82.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.8% | -0.3% | -3.7% |
| 7D | -1.2% | +4.5% | -5.7% | -1.7% |
| 30D | +5.0% | -13.4% | +18.4% | +6.6% |
| 3M | -16.4% | -28.4% | +12.0% | -13.3% |
| 6M | -14.6% | -40.5% | +25.9% | -9.1% |
| YTD | -61.9% | -24.3% | -37.6% | -62.3% |
| 1Y | -65.0% | -28.8% | -36.2% | -64.9% |
| All | -44.7% | +37.6% | -82.3% | -52.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling