+25.2%
UAL vs FFIV
+28.8%
-3.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.2% | +4.6% | +6.3% |
| 7D | +10.2% | -2.1% | +12.3% | +10.7% |
| 30D | +12.0% | -33.8% | +45.8% | +22.3% |
| 3M | -7.1% | -20.6% | +13.5% | -3.6% |
| 6M | +20.9% | -10.2% | +31.1% | +19.6% |
| YTD | +7.7% | +24.5% | -16.8% | -9.3% |
| All | +25.2% | +28.8% | -3.6% | +0.6% |
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