+5.0%
UAL vs FCUV
-81.1%
+86.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -13.7% | +16.2% | +2.5% |
| 7D | +0.7% | +62.8% | -62.1% | +0.7% |
| 30D | -16.1% | +66.5% | -82.6% | -16.1% |
| 3M | +6.1% | +459.9% | -453.8% | +6.7% |
| 6M | +10.8% | -12.4% | +23.2% | +16.6% |
| YTD | -0.4% | -47.5% | +47.1% | +7.1% |
| 1Y | +5.0% | -80.5% | +85.5% | +20.4% |
| All | +5.0% | -81.1% | +86.1% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 1y: compounded portfolio wealth divided by compounded FCUV 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…
1y analysis · Full analysis span regression · 6 months rolling