+3,286.0%
UNP vs FLUT
+1,675.5%
+1,610.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.2% |
| 7D | -0.9% | -1.5% | +0.5% | -0.8% |
| 30D | +8.0% | +3.4% | +4.6% | +7.8% |
| 3M | +3.3% | -12.5% | +15.8% | +3.9% |
| 6M | +14.7% | -18.5% | +33.2% | +15.6% |
| YTD | +31.9% | -61.6% | +93.6% | +38.3% |
| 1Y | +37.1% | -64.1% | +101.2% | +44.2% |
| 3Y | +51.9% | -44.5% | +96.3% | +55.6% |
| 5Y | +39.3% | -51.3% | +90.6% | +42.0% |
| 10Y | +284.1% | -25.6% | +309.7% | +279.4% |
| All | +3,286.0% | +1,675.5% | +1,610.5% | +2,845.6% |
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