+101.1%
UAL vs FFIV
+126.0%
-24.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.3% | +0.2% |
| 7D | +12.5% | -4.2% | +16.6% | +15.3% |
| 30D | +12.2% | -33.9% | +46.1% | +39.6% |
| 3M | -2.6% | -22.6% | +20.0% | +9.3% |
| 6M | +21.1% | -10.4% | +31.4% | +22.3% |
| YTD | +7.8% | +24.3% | -16.5% | -13.1% |
| 1Y | +25.4% | +31.8% | -6.4% | -2.9% |
| 3Y | +217.3% | +99.5% | +117.8% | +89.7% |
| 5Y | +132.9% | +40.7% | +92.1% | +68.8% |
| 10Y | +101.1% | +126.9% | -25.8% | -5.5% |
| All | +101.1% | +126.0% | -24.8% | -5.5% |
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