+206.7%
UAL vs FDX
+64.2%
+142.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.7% | +4.8% | +3.8% |
| 7D | +8.2% | -1.6% | +9.8% | +9.5% |
| 30D | +2.3% | +6.6% | -4.3% | -1.7% |
| 3M | -12.7% | -2.1% | -10.6% | -11.8% |
| 6M | +12.7% | +2.2% | +10.5% | +10.5% |
| YTD | +0.8% | +33.9% | -33.1% | -17.0% |
| 1Y | +17.8% | +50.2% | -32.5% | -10.1% |
| 3Y | +206.7% | +65.5% | +141.2% | +99.0% |
| All | +206.7% | +64.2% | +142.5% | +99.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling