-63.2%
FLUT vs URI
+33.3%
-96.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.4% | +2.0% | -1.7% |
| 7D | +4.2% | -4.3% | +8.5% | +4.7% |
| 30D | +8.0% | +4.6% | +3.4% | +7.2% |
| 3M | -22.1% | -2.1% | -20.0% | -22.1% |
| 6M | -21.7% | +21.9% | -43.6% | -24.6% |
| YTD | -62.0% | +39.7% | -101.7% | -66.2% |
| 1Y | -63.2% | +32.9% | -96.0% | -65.4% |
| All | -63.2% | +33.3% | -96.5% | -65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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