+575.3%
FAST vs UAL
+94.5%
+480.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.9% | -0.1% |
| 7D | +2.1% | +8.2% | -6.1% | +0.8% |
| 30D | +6.9% | +2.3% | +4.5% | +6.3% |
| 3M | +4.8% | -12.7% | +17.5% | +6.6% |
| 6M | +19.8% | +12.7% | +7.1% | +16.7% |
| YTD | +34.9% | +0.8% | +34.1% | +32.9% |
| 1Y | +32.8% | +17.8% | +15.0% | +27.7% |
| 3Y | +93.7% | +206.7% | -112.9% | +56.6% |
| 5Y | +105.3% | +113.9% | -8.6% | +70.5% |
| All | +575.3% | +94.5% | +480.8% | +504.2% |
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