+98.7%
UAL vs FCUV
-97.7%
+196.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.6% | -4.4% | -6.0% |
| 7D | +0.7% | +2.4% | -1.7% | +0.7% |
| 30D | +7.8% | -25.9% | +33.7% | +7.9% |
| 3M | -11.1% | -44.8% | +33.7% | -11.1% |
| 6M | +16.1% | -3.5% | +19.6% | +14.2% |
| YTD | -0.5% | -90.7% | +90.2% | -1.2% |
| 1Y | +11.3% | -97.9% | +109.2% | +11.2% |
| 3Y | +192.8% | -99.5% | +292.4% | +191.4% |
| 5Y | +123.3% | -99.9% | +223.1% | +122.7% |
| 10Y | +84.6% | -99.3% | +183.9% | +82.1% |
| All | +98.7% | -97.7% | +196.4% | +96.6% |
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