-49.8%
FLUT vs URA
+25.6%
-75.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.7% |
| 7D | -0.7% | -1.5% | +0.8% | -0.4% |
| 30D | +9.3% | -10.4% | +19.7% | +11.4% |
| 3M | -17.5% | -29.6% | +12.2% | -11.5% |
| 6M | -14.6% | -40.3% | +25.7% | -5.5% |
| YTD | -62.3% | -25.5% | -36.8% | -61.9% |
| 1Y | -59.6% | -26.4% | -33.2% | -59.2% |
| 3Y | -45.3% | +31.4% | -76.7% | -57.0% |
| All | -49.8% | +25.6% | -75.4% | -64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling