+101.1%
UAL vs FE
+110.9%
-9.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | +12.5% | -0.5% | +13.0% | +12.7% |
| 30D | +12.2% | +4.3% | +7.9% | +10.4% |
| 3M | -2.6% | +0.4% | -3.0% | -2.8% |
| 6M | +21.1% | +6.9% | +14.1% | +17.8% |
| YTD | +7.8% | +8.0% | -0.2% | +4.1% |
| 1Y | +25.4% | +4.8% | +20.6% | +22.3% |
| 3Y | +217.3% | +49.0% | +168.4% | +163.6% |
| 5Y | +132.9% | +46.2% | +86.7% | +92.1% |
| 10Y | +101.1% | +120.9% | -19.7% | +75.4% |
| All | +101.1% | +110.9% | -9.7% | +75.4% |
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