+18.4%
UAL vs FFIV
+33.1%
-14.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.0% |
| 7D | +2.3% | -2.9% | +5.2% | +2.9% |
| 30D | +13.3% | -32.4% | +45.8% | +23.0% |
| 3M | -6.3% | -22.7% | +16.4% | -2.0% |
| 6M | +22.5% | -10.7% | +33.2% | +21.6% |
| YTD | +5.9% | +25.4% | -19.5% | -10.6% |
| All | +18.4% | +33.1% | -14.7% | -4.2% |
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