+128.2%
UAL vs FCUV
-99.2%
+227.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -65.2% | +62.4% | -2.5% |
| 7D | +3.5% | -47.9% | +51.4% | +3.6% |
| 30D | -16.5% | +13.7% | -30.1% | -16.7% |
| 3M | +2.8% | +97.0% | -94.2% | +0.2% |
| 6M | +17.6% | -66.1% | +83.7% | +18.8% |
| YTD | -3.2% | -81.8% | +78.6% | -0.4% |
| 1Y | +0.4% | -93.3% | +93.7% | +5.9% |
| 3Y | +128.2% | -99.2% | +227.4% | +154.8% |
| All | +128.2% | -99.2% | +227.3% | +154.8% |
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