-58.2%
FISV vs UAL
+127.4%
-185.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.8% | -1.2% | -3.6% |
| 7D | -1.6% | +3.5% | -5.0% | -2.1% |
| 30D | -3.0% | -16.5% | +13.5% | -0.1% |
| 3M | -3.5% | +2.8% | -6.3% | -4.4% |
| 6M | -19.4% | +17.6% | -37.0% | -22.5% |
| YTD | -24.3% | -3.2% | -21.1% | -24.8% |
| 1Y | -62.4% | +0.4% | -62.8% | -63.0% |
| 3Y | -58.2% | +128.2% | -186.3% | -64.1% |
| All | -58.2% | +127.4% | -185.6% | -64.1% |
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