+3,653.2%
FIX vs UAL
+94.5%
+3,558.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.0% | +3.4% | +4.8% |
| 7D | -17.5% | +8.2% | -25.6% | -20.0% |
| 30D | -41.6% | +2.3% | -43.9% | -42.3% |
| 3M | -40.6% | -12.7% | -27.9% | -38.4% |
| 6M | -49.4% | +12.7% | -62.1% | -51.9% |
| YTD | +9.2% | +0.8% | +8.4% | +6.6% |
| 1Y | +6.5% | +17.8% | -11.3% | -1.2% |
| 3Y | +448.7% | +206.7% | +242.0% | +263.0% |
| 5Y | +948.7% | +113.9% | +834.8% | +634.6% |
| All | +3,653.2% | +94.5% | +3,558.7% | +2,450.2% |
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