+27.0%
UNH vs FLUT
-63.1%
+90.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.6% | +1.3% |
| 7D | +0.6% | +4.2% | -3.6% | +0.3% |
| 30D | +8.1% | +8.0% | +0.1% | +7.5% |
| 3M | +1.1% | -22.1% | +23.1% | +2.8% |
| 6M | +11.7% | -21.7% | +33.4% | +13.2% |
| YTD | +26.5% | -62.0% | +88.4% | +51.4% |
| 1Y | +27.0% | -63.2% | +90.2% | +52.8% |
| All | +27.0% | -63.1% | +90.2% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 1y: compounded portfolio wealth divided by compounded FLUT 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…
1y analysis · Full analysis span regression · 6 months rolling