+265.2%
UAL vs FE
+139.2%
+125.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | 0.0% | +8.0% | +8.0% |
| 7D | +11.9% | +1.7% | +10.2% | +11.1% |
| 30D | +5.2% | +8.1% | -2.9% | +1.5% |
| 3M | -12.7% | -1.3% | -11.4% | -12.2% |
| 6M | +28.5% | +2.9% | +25.6% | +26.5% |
| YTD | +3.5% | +8.6% | -5.0% | -1.1% |
| 1Y | +27.5% | +6.3% | +21.2% | +22.8% |
| 3Y | +208.6% | +45.1% | +163.5% | +151.5% |
| 5Y | +135.6% | +47.1% | +88.4% | +87.4% |
| 10Y | +102.3% | +110.6% | -8.3% | +28.9% |
| All | +265.2% | +139.2% | +125.9% | +111.8% |
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 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