+3.5%
UNH vs FLUT
-48.5%
+52.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.6% | -1.9% |
| 7D | -1.7% | -2.6% | +0.9% | -1.5% |
| 30D | -3.8% | +5.4% | -9.2% | -4.2% |
| 3M | -4.3% | -10.8% | +6.5% | -3.8% |
| 6M | +38.6% | -9.2% | +47.8% | +38.9% |
| YTD | +20.7% | -53.8% | +74.5% | +26.4% |
| 1Y | +16.0% | -66.0% | +82.0% | +23.4% |
| 3Y | -13.5% | -44.7% | +31.2% | -9.7% |
| 5Y | +3.5% | -50.6% | +54.1% | +10.7% |
| All | +3.5% | -48.5% | +52.0% | +10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling