+565.2%
FLEX vs UAL
+94.5%
+470.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.0% | +2.5% | +3.8% |
| 7D | -19.3% | +8.2% | -27.5% | -22.0% |
| 30D | -41.5% | +2.3% | -43.9% | -42.2% |
| 3M | -43.1% | -12.7% | -30.4% | -40.4% |
| 6M | -48.2% | +12.7% | -60.9% | -50.8% |
| YTD | +15.5% | +0.8% | +14.7% | +14.0% |
| 1Y | +10.2% | +17.8% | -7.6% | +2.8% |
| 3Y | +256.8% | +206.7% | +50.1% | +128.5% |
| 5Y | +408.2% | +113.9% | +294.3% | +249.7% |
| All | +565.2% | +94.5% | +470.7% | +369.4% |
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