-84.0%
FIG vs UAL
+22.1%
-106.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -4.6% | -12.1% | -15.9% |
| 7D | -17.4% | +5.0% | -22.4% | -17.7% |
| 30D | -15.9% | -1.2% | -14.7% | -15.8% |
| 3M | -34.5% | -16.8% | -17.7% | -32.8% |
| 6M | -5.0% | +18.0% | -23.0% | -9.4% |
| YTD | -50.7% | -1.2% | -49.5% | -50.8% |
| 1Y | -58.1% | +14.3% | -72.4% | -61.2% |
| All | -84.0% | +22.1% | -106.1% | -85.5% |
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