+92.6%
UAL vs FDS
+135.4%
-42.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.7% | +5.7% | +3.4% |
| 7D | +8.2% | -0.5% | +8.7% | +8.4% |
| 30D | +2.3% | +20.2% | -17.9% | -4.7% |
| 3M | -12.7% | +19.9% | -32.6% | -19.4% |
| 6M | +12.7% | +56.2% | -43.5% | -9.3% |
| YTD | +0.8% | +14.6% | -13.7% | -8.2% |
| 1Y | +17.8% | +31.6% | -13.8% | -0.8% |
| 3Y | +206.7% | -23.8% | +230.5% | +240.0% |
| 5Y | +113.9% | -22.6% | +136.5% | +131.2% |
| All | +92.6% | +135.4% | -42.7% | +26.9% |
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