+251.3%
UAL vs FE
+137.2%
+114.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.8% |
| 7D | +0.7% | +1.9% | -1.2% | -0.2% |
| 30D | -16.1% | -1.2% | -14.9% | -15.7% |
| 3M | +6.1% | +3.5% | +2.6% | +4.3% |
| 6M | +10.8% | -6.1% | +16.9% | +13.7% |
| YTD | -0.4% | +7.6% | -8.0% | -4.4% |
| 1Y | +5.0% | +11.9% | -6.9% | -1.3% |
| 3Y | +124.0% | +48.4% | +75.6% | +80.3% |
| 5Y | +141.0% | +44.8% | +96.2% | +92.9% |
| 10Y | +118.0% | +115.9% | +2.1% | +36.7% |
| All | +251.3% | +137.2% | +114.2% | +104.7% |
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