+72.2%
F vs UAL
+99.5%
-27.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.1% | -2.0% |
| 7D | -0.2% | +12.5% | -12.7% | -4.5% |
| 30D | +0.9% | +12.2% | -11.3% | -3.6% |
| 3M | -11.3% | -2.6% | -8.8% | -11.1% |
| 6M | +2.0% | +21.1% | -19.0% | -6.3% |
| YTD | -3.2% | +7.8% | -11.0% | -8.6% |
| 1Y | -3.5% | +25.4% | -28.9% | -14.0% |
| 3Y | +48.1% | +217.3% | -169.3% | -14.4% |
| 5Y | -13.5% | +132.9% | -146.4% | -46.1% |
| 10Y | +72.2% | +101.1% | -29.0% | +3.8% |
| All | +72.2% | +99.5% | -27.3% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 10y: compounded portfolio wealth divided by compounded UAL 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…
10y analysis · Full analysis span regression · 6 months rolling