+217.3%
UAL vs FFIV
+102.8%
+114.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.3% | +0.2% |
| 7D | +12.5% | -4.2% | +16.6% | +14.8% |
| 30D | +12.2% | -33.9% | +46.1% | +35.5% |
| 3M | -2.6% | -22.6% | +20.0% | +7.0% |
| 6M | +21.1% | -10.4% | +31.4% | +19.7% |
| YTD | +7.8% | +24.3% | -16.5% | -16.5% |
| 1Y | +25.4% | +31.8% | -6.4% | -7.2% |
| 3Y | +217.3% | +99.5% | +117.8% | +97.3% |
| All | +217.3% | +102.8% | +114.5% | +97.3% |
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