+96.5%
UAL vs FDS
+132.8%
-36.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.7% | -4.5% | -2.8% |
| 7D | +2.3% | -2.1% | +4.4% | +3.0% |
| 30D | +13.3% | +16.0% | -2.7% | +7.1% |
| 3M | -6.3% | +18.8% | -25.1% | -13.2% |
| 6M | +22.5% | +54.1% | -31.6% | -0.6% |
| YTD | +5.9% | +17.0% | -11.1% | -4.4% |
| 1Y | +24.7% | +25.5% | -0.9% | +7.9% |
| 3Y | +211.6% | -23.3% | +234.9% | +245.3% |
| 5Y | +130.6% | -22.6% | +153.2% | +150.0% |
| 10Y | +96.5% | +130.2% | -33.8% | +28.1% |
| All | +96.5% | +132.8% | -36.3% | +28.1% |
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