+442.4%
FLEX vs UAL
+127.4%
+315.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.5% | -1.0% | +0.4% |
| 7D | -0.9% | +0.7% | -1.6% | -1.3% |
| 30D | -10.1% | -16.1% | +6.0% | -3.2% |
| 3M | -31.3% | +6.1% | -37.5% | -33.1% |
| 6M | +71.3% | +10.8% | +60.4% | +63.3% |
| YTD | +81.2% | -0.4% | +81.6% | +78.6% |
| 1Y | +98.5% | +5.0% | +93.5% | +90.8% |
| All | +442.4% | +127.4% | +315.0% | +304.2% |
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 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