+39.4%
UNP vs FLUT
-63.2%
+102.6%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.5% |
| 7D | +4.2% | -0.7% | +4.9% | +4.3% |
| 30D | +5.6% | +9.3% | -3.7% | +5.1% |
| 3M | +2.0% | -17.5% | +19.5% | +2.9% |
| 6M | +15.4% | -14.6% | +30.0% | +16.0% |
| YTD | +32.7% | -62.3% | +95.0% | +51.1% |
| 1Y | +39.4% | -59.6% | +99.1% | +56.2% |
| All | +39.4% | -63.2% | +102.6% | +56.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling