+147.4%
URI vs FLR
+27.4%
+119.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.3% | -2.2% | +0.1% |
| 7D | -9.8% | -0.8% | -9.0% | -9.5% |
| 30D | +1.7% | -9.1% | +10.9% | +4.7% |
| 3M | -9.1% | -4.7% | -4.4% | -8.8% |
| 6M | +9.9% | -14.2% | +24.1% | +13.1% |
| YTD | +31.2% | +17.3% | +13.9% | +20.2% |
| 1Y | +25.9% | +4.3% | +21.7% | +20.0% |
| 3Y | +147.4% | +30.7% | +116.6% | +89.3% |
| All | +147.4% | +27.4% | +119.9% | +89.3% |
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 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