+282.5%
UNP vs FLUT
-10.4%
+292.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.2% |
| 7D | -1.7% | -2.6% | +0.9% | -1.5% |
| 30D | -2.1% | +5.4% | -7.5% | -2.6% |
| 3M | +5.4% | -10.8% | +16.2% | +6.1% |
| 6M | +13.4% | -9.2% | +22.6% | +13.7% |
| YTD | +25.0% | -53.8% | +78.8% | +31.4% |
| 1Y | +34.6% | -66.0% | +100.5% | +44.3% |
| 3Y | +43.6% | -44.7% | +88.3% | +48.4% |
| 5Y | +51.7% | -50.6% | +102.3% | +54.7% |
| 10Y | +282.5% | -10.4% | +292.9% | +276.9% |
| All | +282.5% | -10.4% | +292.9% | +276.9% |
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