+352.7%
FERG vs UAL
+98.4%
+254.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.3% | -1.2% |
| 7D | +0.9% | -1.1% | +2.0% | +1.0% |
| 30D | -15.1% | -13.4% | -1.6% | -13.6% |
| 3M | -4.8% | -2.3% | -2.5% | -4.7% |
| 6M | -2.5% | +13.3% | -15.8% | -4.3% |
| YTD | +1.8% | -4.2% | +6.0% | +1.6% |
| 1Y | -0.3% | +1.4% | -1.7% | -1.3% |
| 3Y | +52.9% | +125.8% | -72.9% | +38.0% |
| 5Y | +69.3% | +130.0% | -60.7% | +50.9% |
| 10Y | +352.7% | +104.2% | +248.5% | +335.4% |
| All | +352.7% | +98.4% | +254.3% | +335.4% |
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