-47.6%
FLUT vs URI
+214.4%
-262.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.2% | -0.5% | +2.3% |
| 7D | +4.5% | +2.6% | +1.9% | +3.5% |
| 30D | +9.2% | +9.1% | +0.1% | +5.9% |
| 3M | -13.7% | +1.0% | -14.6% | -14.3% |
| 6M | -9.0% | +23.3% | -32.4% | -16.4% |
| YTD | -60.2% | +43.3% | -103.5% | -66.1% |
| 1Y | -63.1% | +35.9% | -99.1% | -67.9% |
| 3Y | -42.5% | +158.6% | -201.1% | -62.2% |
| 5Y | -47.6% | +213.1% | -260.7% | -70.1% |
| All | -47.6% | +214.4% | -262.0% | -70.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling