+210.6%
UAL vs FDX
+73.6%
+137.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.5% |
| 7D | +2.3% | -2.1% | +4.3% | +3.7% |
| 30D | +13.3% | +10.4% | +2.9% | +6.5% |
| 3M | -6.3% | +0.5% | -6.7% | -6.7% |
| 6M | +22.5% | +6.5% | +16.0% | +16.9% |
| YTD | +5.9% | +40.2% | -34.4% | -15.4% |
| 1Y | +24.7% | +52.1% | -27.4% | -5.5% |
| All | +210.6% | +73.6% | +137.0% | +97.5% |
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