-83.2%
FIG vs UAL
+20.8%
-103.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.7% | +4.5% | +3.1% |
| 7D | +3.4% | -3.0% | +6.4% | +3.9% |
| 30D | -9.5% | +10.5% | -19.9% | -10.5% |
| 3M | -26.2% | -13.5% | -12.7% | -24.8% |
| 6M | +2.7% | +14.2% | -11.5% | -1.4% |
| YTD | -48.0% | -2.2% | -45.7% | -48.1% |
| 1Y | -52.0% | +12.5% | -64.5% | -55.5% |
| All | -83.2% | +20.8% | -103.9% | -84.7% |
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