+2,281.5%
UNH vs FLUT
+1,645.8%
+635.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.6% |
| 7D | +3.4% | -0.7% | +4.1% | +3.4% |
| 30D | +3.0% | +9.3% | -6.3% | +2.7% |
| 3M | +2.7% | -17.5% | +20.2% | +3.2% |
| 6M | +2.8% | -14.6% | +17.4% | +3.1% |
| YTD | +25.9% | -62.3% | +88.1% | +29.4% |
| 1Y | +25.8% | -59.6% | +85.4% | +29.0% |
| 3Y | -20.0% | -45.3% | +25.3% | -18.7% |
| 5Y | -2.8% | -50.4% | +47.6% | -1.7% |
| 10Y | +228.7% | -26.8% | +255.5% | +227.5% |
| All | +2,281.5% | +1,645.8% | +635.6% | +2,132.6% |
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