+1,382.0%
FERG vs UAL
+776.0%
+606.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.9% | -1.0% |
| 7D | -2.1% | +8.2% | -10.2% | -2.8% |
| 30D | +8.7% | +2.3% | +6.3% | +8.4% |
| 3M | -7.4% | -12.7% | +5.3% | -6.4% |
| 6M | -6.6% | +12.7% | -19.3% | -7.8% |
| YTD | +6.6% | +0.8% | +5.8% | +5.9% |
| 1Y | -3.6% | +17.8% | -21.4% | -5.4% |
| 3Y | +56.4% | +206.7% | -150.3% | +42.6% |
| 5Y | +67.5% | +113.9% | -46.4% | +53.9% |
| 10Y | +434.6% | +97.0% | +337.6% | +392.5% |
| All | +1,382.0% | +776.0% | +606.0% | +1,233.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling