+139.2%
UAL vs FICO
+99.8%
+39.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -16.7% | +19.2% | +7.0% |
| 7D | +0.7% | -19.2% | +19.9% | +6.0% |
| 30D | -16.1% | -14.6% | -1.5% | -13.3% |
| 3M | +6.1% | -20.1% | +26.2% | +9.9% |
| 6M | +10.8% | -36.3% | +47.2% | +22.0% |
| YTD | -0.4% | -44.9% | +44.5% | +14.6% |
| 1Y | +5.0% | -38.6% | +43.6% | +14.4% |
| 3Y | +124.0% | +4.0% | +120.0% | +97.3% |
| All | +139.2% | +99.8% | +39.4% | +77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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