+424.5%
FSLR vs UAL
+118.5%
+306.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -3.9% | -2.0% |
| 7D | 0.0% | +0.7% | -0.7% | -0.2% |
| 30D | -13.7% | -16.1% | +2.4% | -10.1% |
| 3M | -35.1% | +6.1% | -41.2% | -36.1% |
| 6M | +3.6% | +10.8% | -7.2% | +0.6% |
| YTD | -21.7% | -0.4% | -21.3% | -22.6% |
| 1Y | +1.3% | +5.0% | -3.7% | -1.2% |
| 3Y | +9.7% | +124.0% | -114.3% | -13.5% |
| 5Y | +117.4% | +141.0% | -23.6% | +62.8% |
| All | +424.5% | +118.5% | +306.0% | +243.8% |
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