+12.5%
UAL vs FFIV
+28.7%
-16.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +0.9% | -1.1% |
| 7D | -3.0% | -0.5% | -2.5% | -2.9% |
| 30D | +10.5% | -32.4% | +42.9% | +19.5% |
| 3M | -13.5% | -25.7% | +12.2% | -8.7% |
| 6M | +14.2% | -13.5% | +27.7% | +14.2% |
| YTD | -2.2% | +21.1% | -23.4% | -16.5% |
| 1Y | +12.5% | +29.4% | -16.9% | -8.1% |
| All | +12.5% | +28.7% | -16.2% | -8.1% |
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