+652.8%
FLEX vs UAL
+95.5%
+557.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.8% | +5.6% | +4.5% |
| 7D | +2.2% | +2.3% | 0.0% | +1.8% |
| 30D | -32.6% | +13.3% | -46.0% | -35.9% |
| 3M | -35.5% | -6.3% | -29.2% | -34.1% |
| 6M | -45.6% | +22.5% | -68.1% | -49.7% |
| YTD | +30.7% | +5.9% | +24.8% | +26.8% |
| 1Y | +28.4% | +24.7% | +3.7% | +17.4% |
| 3Y | +301.7% | +211.6% | +90.1% | +155.7% |
| 5Y | +473.3% | +130.6% | +342.7% | +284.4% |
| All | +652.8% | +95.5% | +557.3% | +427.1% |
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 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