+248.5%
UAL vs FE
+138.8%
+109.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.2% | -4.4% | -4.5% |
| 7D | +5.0% | +0.6% | +4.4% | +4.8% |
| 30D | -1.2% | +6.4% | -7.7% | -4.1% |
| 3M | -16.8% | -0.5% | -16.3% | -16.6% |
| 6M | +18.0% | +4.7% | +13.2% | +15.2% |
| YTD | -1.2% | +8.4% | -9.6% | -5.5% |
| 1Y | +14.3% | +7.2% | +7.1% | +9.7% |
| 3Y | +194.6% | +44.9% | +149.7% | +140.2% |
| 5Y | +109.6% | +46.3% | +63.3% | +67.2% |
| 10Y | +93.1% | +110.3% | -17.2% | +23.1% |
| All | +248.5% | +138.8% | +109.7% | +102.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling