+92.6%
UAL vs FFIV
+126.1%
-33.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.2% |
| 7D | +8.2% | -8.1% | +16.3% | +13.3% |
| 30D | +2.3% | -33.4% | +35.7% | +26.6% |
| 3M | -12.7% | -24.7% | +12.1% | -0.6% |
| 6M | +12.7% | -8.8% | +21.5% | +12.3% |
| YTD | +0.8% | +21.8% | -21.0% | -17.9% |
| 1Y | +17.8% | +25.3% | -7.5% | -5.9% |
| 3Y | +206.7% | +101.2% | +105.5% | +82.1% |
| 5Y | +113.9% | +40.2% | +73.7% | +55.0% |
| All | +92.6% | +126.1% | -33.4% | -10.7% |
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