+104.2%
UAL vs FCUV
-98.6%
+202.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.0% | +6.0% | -1.0% |
| 7D | -1.1% | -63.8% | +62.6% | -0.9% |
| 30D | -13.4% | -14.7% | +1.2% | -13.6% |
| 3M | -2.3% | +65.3% | -67.6% | -4.1% |
| 6M | +13.3% | -68.5% | +81.8% | +11.9% |
| YTD | -4.2% | -83.0% | +78.8% | -5.1% |
| 1Y | +1.4% | -94.4% | +95.8% | +0.9% |
| 3Y | +125.8% | -99.3% | +225.1% | +124.3% |
| 5Y | +130.0% | -99.9% | +229.8% | +129.1% |
| 10Y | +104.2% | -98.6% | +202.9% | +96.2% |
| All | +104.2% | -98.6% | +202.9% | +96.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling