+236.3%
UNH vs FLUT
-11.0%
+247.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.6% | -1.2% |
| 7D | -3.2% | -3.6% | +0.4% | -3.0% |
| 30D | -3.5% | -0.3% | -3.1% | -3.5% |
| 3M | -4.2% | -12.6% | +8.5% | -3.6% |
| 6M | +38.3% | -8.0% | +46.3% | +38.5% |
| YTD | +19.2% | -54.1% | +73.3% | +23.9% |
| 1Y | +15.0% | -66.1% | +81.1% | +21.1% |
| 3Y | -14.5% | -45.0% | +30.5% | -12.0% |
| 5Y | +4.6% | -51.2% | +55.8% | +7.1% |
| All | +236.3% | -11.0% | +247.3% | +225.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling