+1,218.8%
URI vs FLR
+17.5%
+1,201.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +8.3% | -1.4% | +3.9% |
| 7D | -4.0% | +8.5% | -12.5% | -6.7% |
| 30D | +6.8% | -0.7% | +7.5% | +6.9% |
| 3M | -2.8% | -11.7% | +8.9% | +1.0% |
| 6M | +20.9% | +16.2% | +4.7% | +12.5% |
| YTD | +40.2% | +27.0% | +13.2% | +24.4% |
| 1Y | +34.1% | +10.1% | +24.0% | +25.1% |
| 3Y | +164.1% | +46.2% | +118.0% | +109.0% |
| 5Y | +199.3% | +121.4% | +77.9% | +98.0% |
| 10Y | +1,218.8% | +11.0% | +1,207.8% | +867.3% |
| All | +1,218.8% | +17.5% | +1,201.3% | +867.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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