+3,302.8%
UNP vs FLUT
+1,739.7%
+1,563.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.6% | -3.1% | +0.3% |
| 7D | -2.1% | +4.5% | -6.6% | -2.3% |
| 30D | +7.3% | +9.2% | -1.9% | +6.7% |
| 3M | +3.6% | -13.7% | +17.3% | +4.3% |
| 6M | +15.8% | -9.0% | +24.9% | +16.1% |
| YTD | +32.6% | -60.2% | +92.8% | +38.8% |
| 1Y | +37.2% | -63.1% | +100.4% | +44.1% |
| 3Y | +52.6% | -42.5% | +95.1% | +56.0% |
| 5Y | +40.6% | -47.6% | +88.1% | +42.8% |
| 10Y | +288.4% | -22.9% | +311.3% | +282.9% |
| All | +3,302.8% | +1,739.7% | +1,563.1% | +2,854.3% |
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