+35.6%
UNP vs FLUT
-50.5%
+86.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -2.5% |
| 7D | -4.6% | -1.1% | -3.5% | -4.5% |
| 30D | +5.6% | +7.7% | -2.1% | +4.7% |
| 3M | -1.3% | -12.2% | +10.8% | -0.3% |
| 6M | +9.2% | -17.6% | +26.8% | +10.7% |
| YTD | +27.3% | -62.0% | +89.3% | +40.2% |
| 1Y | +35.9% | -62.3% | +98.2% | +49.5% |
| 3Y | +45.5% | -52.0% | +97.4% | +54.8% |
| All | +35.6% | -50.5% | +86.2% | +42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling