+100.2%
UAL vs FFIV
+132.4%
-32.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.2% | +4.6% | +5.5% |
| 7D | +10.2% | -2.1% | +12.3% | +11.6% |
| 30D | +12.0% | -33.8% | +45.8% | +39.3% |
| 3M | -7.1% | -20.6% | +13.5% | +2.5% |
| 6M | +20.9% | -10.2% | +31.1% | +22.0% |
| YTD | +7.7% | +24.5% | -16.8% | -13.3% |
| 1Y | +23.6% | +29.3% | -5.7% | -3.1% |
| 3Y | +222.6% | +103.8% | +118.8% | +90.3% |
| 5Y | +127.9% | +40.9% | +87.1% | +65.1% |
| 10Y | +100.2% | +126.6% | -26.4% | -5.9% |
| All | +100.2% | +132.4% | -32.2% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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