+416.7%
FLEX vs UAL
+109.3%
+307.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.0% | +2.5% | +3.7% |
| 7D | -19.3% | +8.2% | -27.5% | -22.3% |
| 30D | -41.5% | +2.3% | -43.9% | -42.3% |
| 3M | -43.1% | -12.7% | -30.4% | -40.1% |
| 6M | -48.2% | +12.7% | -60.9% | -51.1% |
| YTD | +15.5% | +0.8% | +14.7% | +13.3% |
| 1Y | +10.2% | +17.8% | -7.6% | +1.8% |
| 3Y | +256.8% | +206.7% | +50.1% | +122.2% |
| All | +416.7% | +109.3% | +307.4% | +242.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling