+96.5%
UAL vs FIS
-52.2%
+148.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.7% | -8.5% | -5.3% |
| 7D | +2.3% | +1.5% | +0.7% | +1.2% |
| 30D | +13.3% | -11.8% | +25.2% | +15.6% |
| 3M | -6.3% | -28.5% | +22.2% | +7.2% |
| 6M | +22.5% | -27.0% | +49.5% | +36.7% |
| YTD | +5.9% | -53.1% | +59.0% | +52.1% |
| 1Y | +24.7% | -52.8% | +77.4% | +78.2% |
| 3Y | +211.6% | -37.5% | +249.1% | +262.8% |
| 5Y | +130.6% | -71.1% | +201.6% | +332.4% |
| 10Y | +96.5% | -52.0% | +148.5% | +192.8% |
| All | +96.5% | -52.2% | +148.7% | +192.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 10y: compounded portfolio wealth divided by compounded FIS 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…
10y analysis · Full analysis span regression · 6 months rolling