-26.8%
FLUT vs UTHR
+364.7%
-391.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -1.0% |
| 7D | -0.7% | +5.2% | -5.9% | -0.8% |
| 30D | +9.3% | +9.5% | -0.2% | +9.1% |
| 3M | -17.5% | +17.9% | -35.4% | -17.8% |
| 6M | -14.6% | +2.0% | -16.6% | -14.6% |
| YTD | -62.3% | +21.3% | -83.6% | -62.5% |
| 1Y | -59.6% | +27.9% | -87.5% | -60.0% |
| 3Y | -45.3% | +162.3% | -207.6% | -47.2% |
| 5Y | -50.4% | +190.7% | -241.2% | -52.6% |
| All | -26.8% | +364.7% | -391.5% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR 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 UTHR 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