-26.1%
FLUT vs URI
+1,313.6%
-1,339.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.9% | -6.5% | -0.8% |
| 7D | -6.5% | -4.0% | -2.4% | -5.9% |
| 30D | +2.8% | +6.8% | -4.0% | +1.5% |
| 3M | -13.5% | -2.8% | -10.6% | -13.2% |
| 6M | -19.0% | +20.9% | -39.8% | -22.1% |
| YTD | -61.9% | +40.2% | -102.1% | -64.6% |
| 1Y | -63.2% | +34.1% | -97.3% | -65.6% |
| 3Y | -46.0% | +164.1% | -210.2% | -54.7% |
| 5Y | -51.8% | +199.3% | -251.1% | -61.0% |
| 10Y | -26.1% | +1,218.8% | -1,244.9% | -35.6% |
| All | -26.1% | +1,313.6% | -1,339.7% | -35.6% |
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