+107.5%
UAL vs FDX
+185.1%
-77.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.9% |
| 7D | +0.7% | -2.5% | +3.2% | +2.3% |
| 30D | -16.1% | +3.8% | -19.9% | -18.4% |
| 3M | +6.1% | -1.3% | +7.4% | +6.5% |
| 6M | +10.8% | +5.0% | +5.8% | +6.9% |
| YTD | -0.4% | +39.6% | -40.0% | -20.1% |
| 1Y | +5.0% | +81.1% | -76.1% | -29.1% |
| 3Y | +124.0% | +63.0% | +61.0% | +56.8% |
| 5Y | +141.0% | +65.6% | +75.4% | +61.3% |
| All | +107.5% | +185.1% | -77.6% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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