-10.4%
FLUT vs UTHR
+310.6%
-321.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.1% | -1.4% |
| 7D | -2.6% | +3.0% | -5.6% | -2.6% |
| 30D | +5.4% | -4.3% | +9.7% | +5.4% |
| 3M | -10.8% | -8.4% | -2.4% | -10.6% |
| 6M | -9.2% | -4.2% | -5.0% | -9.2% |
| YTD | -53.8% | +4.0% | -57.8% | -54.0% |
| 1Y | -66.0% | +25.5% | -91.5% | -66.3% |
| 3Y | -44.7% | +125.1% | -169.8% | -46.4% |
| 5Y | -50.6% | +140.3% | -190.9% | -52.6% |
| 10Y | -10.4% | +322.5% | -332.9% | -10.8% |
| All | -10.4% | +310.6% | -321.0% | -10.8% |
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