+17.8%
UAL vs FFIV
+26.7%
-8.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.1% |
| 7D | +8.2% | -8.1% | +16.3% | +10.0% |
| 30D | +2.3% | -33.4% | +35.7% | +11.4% |
| 3M | -12.7% | -24.7% | +12.1% | -8.1% |
| 6M | +12.7% | -8.8% | +21.5% | +10.3% |
| YTD | +0.8% | +21.8% | -21.0% | -14.4% |
| 1Y | +17.8% | +25.3% | -7.5% | -2.5% |
| All | +17.8% | +26.7% | -8.9% | -2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling