+776.7%
FLEX vs UAL
+239.3%
+537.4%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.6% | -9.1% | -12.5% |
| 7D | -28.3% | +5.0% | -33.3% | -29.4% |
| 30D | -45.0% | -1.2% | -43.8% | -45.0% |
| 3M | -45.2% | -16.8% | -28.5% | -42.8% |
| 6M | -30.8% | +18.0% | -48.8% | -33.6% |
| YTD | +10.4% | -1.2% | +11.6% | +10.4% |
| 1Y | +2.3% | +14.3% | -12.1% | -1.5% |
| 3Y | +238.9% | +194.6% | +44.3% | +153.4% |
| 5Y | +386.0% | +109.6% | +276.4% | +282.5% |
| 10Y | +551.1% | +93.1% | +458.0% | +375.6% |
| All | +776.7% | +239.3% | +537.4% | +297.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling