+116.5%
UAL vs FFIV
+35.3%
+81.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +0.9% | -0.3% |
| 7D | -3.0% | -0.5% | -2.5% | -2.7% |
| 30D | +10.5% | -32.4% | +42.9% | +32.9% |
| 3M | -13.5% | -25.7% | +12.2% | -1.9% |
| 6M | +14.2% | -13.5% | +27.7% | +16.6% |
| YTD | -2.2% | +21.1% | -23.4% | -20.7% |
| 1Y | +12.5% | +29.4% | -16.9% | -12.7% |
| 3Y | +186.8% | +94.9% | +91.9% | +78.6% |
| All | +116.5% | +35.3% | +81.2% | +53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling