-26.1%
FLUT vs URI
+1,189.9%
-1,215.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -3.9% |
| 7D | -1.2% | +9.3% | -10.5% | -2.7% |
| 30D | +5.0% | +7.6% | -2.6% | +3.6% |
| 3M | -16.4% | +1.0% | -17.5% | -16.8% |
| 6M | -14.6% | +19.8% | -34.4% | -17.7% |
| YTD | -61.9% | +41.9% | -103.7% | -64.7% |
| 1Y | -65.0% | +33.4% | -98.4% | -67.2% |
| 3Y | -44.8% | +156.0% | -200.9% | -53.5% |
| 5Y | -49.9% | +209.5% | -259.4% | -59.6% |
| All | -26.1% | +1,189.9% | -1,215.9% | -36.1% |
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