+466.4%
FSLR vs UAL
+99.5%
+366.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.1% | -5.7% | -5.6% |
| 7D | -2.6% | +12.5% | -15.1% | -5.5% |
| 30D | +1.8% | +12.2% | -10.4% | -1.2% |
| 3M | -24.4% | -2.6% | -21.8% | -24.2% |
| 6M | -17.7% | +21.1% | -38.8% | -21.7% |
| YTD | -30.7% | +7.8% | -38.5% | -32.9% |
| 1Y | -33.6% | +25.4% | -59.0% | -37.9% |
| 3Y | +35.1% | +217.3% | -182.2% | -1.4% |
| 5Y | +63.1% | +132.9% | -69.8% | +23.1% |
| 10Y | +466.4% | +101.1% | +365.3% | +362.6% |
| All | +466.4% | +99.5% | +366.9% | +362.6% |
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 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