+56.4%
FERG vs UAL
+197.6%
-141.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.9% | -1.3% |
| 7D | -2.1% | +8.2% | -10.2% | -3.9% |
| 30D | +8.7% | +2.3% | +6.3% | +7.9% |
| 3M | -7.4% | -12.7% | +5.3% | -4.8% |
| 6M | -6.6% | +12.7% | -19.3% | -10.1% |
| YTD | +6.6% | +0.8% | +5.8% | +4.4% |
| 1Y | -3.6% | +17.8% | -21.4% | -8.9% |
| 3Y | +56.4% | +206.7% | -150.3% | +20.6% |
| All | +56.4% | +197.6% | -141.2% | +20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling