+210.6%
UAL vs FCUV
-99.5%
+310.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.1% | -5.9% | -1.8% |
| 7D | +2.3% | -4.7% | +6.9% | +2.3% |
| 30D | +13.3% | -23.2% | +36.5% | +13.5% |
| 3M | -6.3% | -49.2% | +42.9% | -6.2% |
| 6M | +22.5% | -9.2% | +31.7% | +20.4% |
| YTD | +5.9% | -90.6% | +96.4% | +9.3% |
| 1Y | +24.7% | -97.9% | +122.6% | +34.1% |
| All | +210.6% | -99.5% | +310.1% | +221.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling