+98.9%
UAL vs FCUV
-87.2%
+186.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -13.7% | +16.2% | +2.6% |
| 7D | +0.7% | +62.8% | -62.1% | +0.5% |
| 30D | -16.1% | +66.5% | -82.6% | -16.3% |
| 3M | +6.1% | +459.9% | -453.8% | +4.0% |
| 6M | +10.8% | -12.4% | +23.2% | +9.3% |
| YTD | -0.4% | -47.5% | +47.1% | -1.6% |
| 1Y | +5.0% | -80.5% | +85.5% | +4.1% |
| 3Y | +124.0% | -97.6% | +221.7% | +122.0% |
| 5Y | +141.0% | -99.5% | +240.5% | +139.4% |
| 10Y | +118.0% | -95.8% | +213.8% | +114.0% |
| All | +98.9% | -87.2% | +186.2% | +95.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling