+1,685.4%
FLUT vs URI
+15,478.3%
-13,792.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -7.1% | +8.6% | +2.0% |
| 7D | +4.8% | -12.9% | +17.7% | +5.9% |
| 30D | +8.8% | -3.4% | +12.2% | +9.1% |
| 3M | -10.7% | -10.0% | -0.7% | -10.0% |
| 6M | -19.7% | +12.2% | -31.9% | -20.7% |
| YTD | -61.4% | +29.8% | -91.2% | -62.5% |
| 1Y | -61.6% | +24.6% | -86.2% | -62.5% |
| 3Y | -51.4% | +137.6% | -189.0% | -54.8% |
| 5Y | -51.0% | +176.6% | -227.6% | -55.1% |
| 10Y | -25.2% | +1,402.6% | -1,427.7% | -36.9% |
| All | +1,685.4% | +15,478.3% | -13,792.9% | +1,181.5% |
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