+140.2%
UAL vs FANG
+228.0%
-87.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.9% |
| 7D | -2.0% | +1.2% | -3.2% | -2.3% |
| 30D | -15.7% | +2.4% | -18.1% | -16.2% |
| 3M | +3.6% | +5.1% | -1.5% | +1.8% |
| 6M | +16.9% | +16.4% | +0.5% | +9.8% |
| YTD | -4.8% | +39.0% | -43.7% | -15.9% |
| 1Y | -0.9% | +50.6% | -51.6% | -15.3% |
| 3Y | +124.5% | +46.9% | +77.5% | +88.3% |
| 5Y | +140.2% | +238.2% | -98.1% | +54.8% |
| All | +140.2% | +228.0% | -87.9% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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