+107.5%
UAL vs FDS
+87.3%
+20.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.5% | +6.0% | +3.8% |
| 7D | +0.7% | -1.9% | +2.6% | +1.4% |
| 30D | -16.1% | +9.0% | -25.1% | -19.2% |
| 3M | +6.1% | +18.9% | -12.7% | -2.7% |
| 6M | +10.8% | +35.1% | -24.3% | -5.7% |
| YTD | -0.4% | +5.5% | -5.9% | -5.8% |
| 1Y | +5.0% | -16.8% | +21.8% | +10.8% |
| 3Y | +124.0% | -28.1% | +152.1% | +154.2% |
| 5Y | +141.0% | -17.4% | +158.4% | +150.4% |
| All | +107.5% | +87.3% | +20.2% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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