-26.3%
FLUT vs URI
+1,374.0%
-1,400.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.7% | -1.7% |
| 7D | -1.1% | -9.8% | +8.7% | +0.5% |
| 30D | +7.7% | +1.7% | +6.0% | +7.3% |
| 3M | -12.2% | -9.1% | -3.1% | -11.0% |
| 6M | -17.6% | +9.9% | -27.4% | -19.4% |
| YTD | -62.0% | +31.2% | -93.2% | -64.3% |
| 1Y | -62.3% | +25.9% | -88.2% | -64.2% |
| 3Y | -52.0% | +147.4% | -199.3% | -59.0% |
| 5Y | -51.8% | +179.7% | -231.5% | -60.3% |
| All | -26.3% | +1,374.0% | -1,400.3% | -38.6% |
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