+92.6%
UAL vs FE
+105.3%
-12.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.4% | +3.5% | +2.6% |
| 7D | +8.2% | -1.0% | +9.2% | +8.6% |
| 30D | +2.3% | +4.1% | -1.8% | +0.7% |
| 3M | -12.7% | -1.0% | -11.7% | -12.4% |
| 6M | +12.7% | +4.0% | +8.7% | +10.8% |
| YTD | +0.8% | +6.8% | -6.0% | -2.3% |
| 1Y | +17.8% | +5.3% | +12.5% | +14.6% |
| 3Y | +206.7% | +44.6% | +162.1% | +158.1% |
| 5Y | +113.9% | +44.2% | +69.7% | +77.5% |
| All | +92.6% | +105.3% | -12.7% | +72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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