+46.9%
UNP vs FLUT
-41.5%
+88.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.3% | +0.4% |
| 7D | -5.3% | -1.6% | -3.7% | -5.2% |
| 30D | -1.5% | +7.7% | -9.3% | -2.6% |
| 3M | +10.3% | -0.7% | +11.0% | +9.9% |
| 6M | +9.7% | -11.2% | +20.8% | +10.6% |
| YTD | +27.1% | -53.4% | +80.5% | +40.6% |
| 1Y | +32.6% | -65.8% | +98.3% | +53.2% |
| All | +46.9% | -41.5% | +88.5% | +56.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling