-11.8%
UNH vs FLUT
-42.5%
+30.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.9% |
| 7D | +1.1% | +3.8% | -2.7% | +0.9% |
| 30D | -1.5% | +6.3% | -7.8% | -2.1% |
| 3M | -0.8% | -4.0% | +3.2% | -0.8% |
| 6M | +41.8% | -10.3% | +52.1% | +42.3% |
| YTD | +23.1% | -53.2% | +76.2% | +31.2% |
| 1Y | +28.5% | -65.0% | +93.6% | +39.6% |
| 3Y | -11.8% | -43.9% | +32.1% | -1.8% |
| All | -11.8% | -42.5% | +30.7% | -1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling