+251.3%
UAL vs FDS
+865.7%
-614.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.5% | +6.0% | +4.7% |
| 7D | +0.7% | -1.9% | +2.6% | +1.7% |
| 30D | -16.1% | +9.0% | -25.1% | -21.1% |
| 3M | +6.1% | +18.9% | -12.7% | -8.3% |
| 6M | +10.8% | +35.1% | -24.3% | -15.0% |
| YTD | -0.4% | +5.5% | -5.9% | -11.7% |
| 1Y | +5.0% | -16.8% | +21.8% | +7.3% |
| 3Y | +124.0% | -28.1% | +152.1% | +151.0% |
| 5Y | +141.0% | -17.4% | +158.4% | +136.2% |
| 10Y | +118.0% | +85.4% | +32.6% | +2.8% |
| All | +251.3% | +865.7% | -614.4% | -58.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling