+430.3%
FERG vs UAL
+99.5%
+330.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +7.2% | +12.5% | -5.2% | +5.7% |
| 30D | +17.9% | +12.2% | +5.7% | +16.2% |
| 3M | -1.3% | -2.6% | +1.3% | -1.1% |
| 6M | +8.3% | +21.1% | -12.8% | +5.5% |
| YTD | +18.3% | +7.8% | +10.5% | +16.3% |
| 1Y | +4.7% | +25.4% | -20.7% | +1.2% |
| 3Y | +70.3% | +217.3% | -147.1% | +48.8% |
| 5Y | +84.6% | +132.9% | -48.2% | +62.4% |
| 10Y | +430.3% | +101.1% | +329.2% | +403.9% |
| All | +430.3% | +99.5% | +330.8% | +403.9% |
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