+3,162.1%
UNP vs FLUT
+2,054.3%
+1,107.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.3% | +0.3% |
| 7D | -5.3% | -1.6% | -3.7% | -5.3% |
| 30D | -1.5% | +7.7% | -9.3% | -2.0% |
| 3M | +10.3% | -0.7% | +11.0% | +10.1% |
| 6M | +9.7% | -11.2% | +20.8% | +10.0% |
| YTD | +27.1% | -53.4% | +80.5% | +32.0% |
| 1Y | +32.6% | -65.8% | +98.3% | +39.8% |
| 3Y | +40.0% | -44.9% | +84.9% | +43.3% |
| 5Y | +50.8% | -49.7% | +100.5% | +53.2% |
| 10Y | +278.6% | -9.7% | +288.3% | +270.4% |
| All | +3,162.1% | +2,054.3% | +1,107.8% | +2,710.3% |
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