+248.5%
UAL vs FFIV
+873.0%
-624.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -5.5% | +0.9% | -2.0% |
| 7D | +5.0% | -14.2% | +19.2% | +12.5% |
| 30D | -1.2% | -33.6% | +32.4% | +17.7% |
| 3M | -16.8% | -24.2% | +7.4% | -7.6% |
| 6M | +18.0% | -8.3% | +26.2% | +18.6% |
| YTD | -1.2% | +22.1% | -23.3% | -14.3% |
| 1Y | +14.3% | +26.5% | -12.2% | -2.6% |
| 3Y | +194.6% | +102.3% | +92.2% | +102.1% |
| 5Y | +109.6% | +40.6% | +69.0% | +67.7% |
| 10Y | +93.1% | +129.7% | -36.6% | +20.9% |
| All | +248.5% | +873.0% | -624.4% | -26.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling