+120.5%
URI vs FLR
+58.4%
+62.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +2.4% |
| 7D | -2.0% | +5.4% | -7.4% | -3.8% |
| 30D | -12.9% | +11.4% | -24.3% | -16.7% |
| 3M | -6.7% | +11.4% | -18.1% | -11.0% |
| 6M | +19.0% | +16.6% | +2.4% | +10.5% |
| YTD | +25.5% | +41.7% | -16.2% | +8.0% |
| 1Y | +5.5% | +35.4% | -29.9% | -8.6% |
| All | +120.5% | +58.4% | +62.1% | +56.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling