+74.3%
FERG vs UAL
+138.5%
-64.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.5% | -0.2% | +1.7% |
| 7D | 0.0% | +0.7% | -0.7% | -0.2% |
| 30D | -10.2% | -16.1% | +5.9% | -6.5% |
| 3M | -0.6% | +6.1% | -6.7% | -2.4% |
| 6M | -6.5% | +10.8% | -17.4% | -9.8% |
| YTD | +4.2% | -0.4% | +4.6% | +2.7% |
| 1Y | -2.3% | +5.0% | -7.3% | -5.2% |
| 3Y | +48.5% | +124.0% | -75.5% | +15.2% |
| All | +74.3% | +138.5% | -64.2% | +26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling