+2,206.9%
UNH vs FLUT
+2,054.3%
+152.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.2% | -0.9% |
| 7D | +1.1% | -1.6% | +2.7% | +1.1% |
| 30D | -3.8% | +7.7% | -11.5% | -4.0% |
| 3M | +0.7% | -0.7% | +1.5% | +0.6% |
| 6M | +37.9% | -11.2% | +49.0% | +38.1% |
| YTD | +21.9% | -53.4% | +75.4% | +24.6% |
| 1Y | +31.4% | -65.8% | +97.1% | +35.4% |
| 3Y | -11.4% | -44.9% | +33.5% | -10.0% |
| 5Y | +2.5% | -49.7% | +52.2% | +3.6% |
| 10Y | +242.9% | -9.7% | +252.6% | +239.7% |
| All | +2,206.9% | +2,054.3% | +152.7% | +2,050.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling