+149.5%
URI vs FLR
+35.7%
+113.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -0.9% |
| 7D | +6.7% | +5.4% | +1.3% | +5.0% |
| 30D | +8.9% | +2.8% | +6.0% | +7.8% |
| 3M | +0.5% | -6.4% | +6.9% | +2.1% |
| 6M | +20.7% | +8.8% | +11.9% | +15.7% |
| YTD | +40.0% | +23.6% | +16.4% | +26.3% |
| 1Y | +34.4% | +13.8% | +20.6% | +24.6% |
| 3Y | +149.5% | +36.5% | +113.0% | +88.2% |
| All | +149.5% | +35.7% | +113.8% | +88.2% |
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