-52.0%
FLUT vs URA
+36.0%
-87.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.4% | -5.9% | -2.0% |
| 7D | -1.1% | -4.1% | +3.0% | -0.7% |
| 30D | +7.7% | -19.0% | +26.7% | +10.1% |
| 3M | -12.2% | -25.1% | +13.0% | -9.5% |
| 6M | -17.6% | -44.5% | +26.9% | -11.6% |
| YTD | -62.0% | -24.3% | -37.7% | -62.4% |
| 1Y | -62.3% | -28.1% | -34.1% | -62.2% |
| 3Y | -52.0% | +40.7% | -92.6% | -55.5% |
| All | -52.0% | +36.0% | -87.9% | -55.5% |
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