+206.7%
UAL vs FFIV
+102.2%
+104.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.2% |
| 7D | +8.2% | -8.1% | +16.3% | +12.5% |
| 30D | +2.3% | -33.4% | +35.7% | +22.8% |
| 3M | -12.7% | -24.7% | +12.1% | -2.9% |
| 6M | +12.7% | -8.8% | +21.5% | +9.7% |
| YTD | +0.8% | +21.8% | -21.0% | -21.1% |
| 1Y | +17.8% | +25.3% | -7.5% | -10.0% |
| 3Y | +206.7% | +101.2% | +105.5% | +84.5% |
| All | +206.7% | +102.2% | +104.5% | +84.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling