-59.1%
FIG vs UAL
+18.2%
-77.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.0% | 0.0% | +1.8% |
| 7D | -13.1% | +8.2% | -21.3% | -13.5% |
| 30D | -13.0% | +2.3% | -15.3% | -13.2% |
| 3M | -21.5% | -12.7% | -8.8% | -21.0% |
| 6M | -2.5% | +12.7% | -15.2% | -4.2% |
| YTD | -49.7% | +0.8% | -50.5% | -48.9% |
| 1Y | -59.1% | +17.8% | -76.9% | -62.0% |
| All | -59.1% | +18.2% | -77.3% | -62.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling