-25.6%
FLUT vs URI
+1,192.5%
-1,218.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +0.9% |
| 7D | -1.5% | -5.8% | +4.3% | -0.6% |
| 30D | +3.4% | +4.8% | -1.4% | +2.5% |
| 3M | -12.5% | -2.5% | -9.9% | -12.3% |
| 6M | -18.5% | +18.6% | -37.0% | -21.3% |
| YTD | -61.6% | +37.6% | -99.2% | -64.2% |
| 1Y | -64.1% | +30.6% | -94.7% | -66.2% |
| 3Y | -44.5% | +148.3% | -192.8% | -52.9% |
| 5Y | -51.3% | +202.6% | -253.9% | -60.5% |
| All | -25.6% | +1,192.5% | -1,218.1% | -35.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling