+5,892.0%
FIX vs UAL
+118.5%
+5,773.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.6% | +1.1% |
| 7D | +6.0% | +0.7% | +5.3% | +5.7% |
| 30D | -7.2% | -16.1% | +8.9% | -2.0% |
| 3M | -15.9% | +6.1% | -22.0% | -17.7% |
| 6M | +12.7% | +10.8% | +1.9% | +8.0% |
| YTD | +72.8% | -0.4% | +73.2% | +70.4% |
| 1Y | +122.9% | +5.0% | +117.9% | +115.4% |
| 3Y | +774.3% | +124.0% | +650.3% | +538.9% |
| 5Y | +2,049.5% | +141.0% | +1,908.5% | +1,357.5% |
| All | +5,892.0% | +118.5% | +5,773.5% | +3,827.4% |
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