+2,054.3%
FLUT vs URI
+14,972.1%
-12,917.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.8% | -2.3% |
| 7D | -1.6% | -2.0% | +0.3% | -1.5% |
| 30D | +7.7% | -12.9% | +20.7% | +8.9% |
| 3M | -0.7% | -6.7% | +6.0% | -0.3% |
| 6M | -11.2% | +19.0% | -30.2% | -12.8% |
| YTD | -53.4% | +25.5% | -79.0% | -54.6% |
| 1Y | -65.8% | +5.5% | -71.3% | -66.1% |
| 3Y | -44.9% | +111.3% | -156.2% | -48.3% |
| 5Y | -49.7% | +198.6% | -248.2% | -54.0% |
| 10Y | -9.7% | +1,179.9% | -1,189.6% | -23.2% |
| All | +2,054.3% | +14,972.1% | -12,917.8% | +1,451.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling