+27.4%
FISV vs UAL
+80.6%
-53.2%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.7% | +5.5% | +4.0% |
| 7D | +1.4% | -3.0% | +4.5% | +2.0% |
| 30D | +38.4% | +10.5% | +28.0% | +35.5% |
| 3M | +14.9% | -13.5% | +28.4% | +17.7% |
| 6M | +21.8% | +14.2% | +7.6% | +17.2% |
| YTD | -5.0% | -2.2% | -2.8% | -6.5% |
| 1Y | -1.2% | +12.5% | -13.7% | -5.6% |
| 3Y | -47.5% | +186.8% | -234.4% | -60.3% |
| 5Y | -36.7% | +119.4% | -156.1% | -51.2% |
| All | +27.4% | +80.6% | -53.2% | -6.5% |
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 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