+189.2%
FLUT vs URA
-31.1%
+220.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.3% |
| 7D | -1.6% | +1.1% | -2.7% | -1.8% |
| 30D | +7.7% | +7.4% | +0.4% | +6.6% |
| 3M | -0.7% | -8.4% | +7.7% | 0.0% |
| 6M | -11.2% | -12.7% | +1.6% | -10.5% |
| YTD | -53.4% | +7.8% | -61.2% | -54.9% |
| 1Y | -65.8% | +19.5% | -85.2% | -67.5% |
| 3Y | -44.9% | +116.4% | -161.4% | -52.8% |
| 5Y | -49.7% | +134.3% | -184.0% | -57.8% |
| 10Y | -9.7% | +359.3% | -369.0% | -27.1% |
| All | +189.2% | -31.1% | +220.3% | +140.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling