+27.1%
FISV vs UAL
+97.8%
-70.7%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.3% |
| 7D | +3.0% | +2.3% | +0.7% | +2.5% |
| 30D | +38.8% | +13.3% | +25.4% | +35.1% |
| 3M | +21.2% | -6.3% | +27.5% | +22.3% |
| 6M | +17.5% | +22.5% | -5.0% | +11.6% |
| YTD | -4.9% | +5.9% | -10.7% | -7.8% |
| 1Y | -0.6% | +24.7% | -25.2% | -6.9% |
| 3Y | -47.4% | +211.6% | -259.0% | -60.9% |
| 5Y | -36.0% | +130.6% | -166.6% | -51.2% |
| 10Y | +27.1% | +96.5% | -69.4% | -8.4% |
| All | +27.1% | +97.8% | -70.7% | -8.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling