+107.5%
UAL vs FIS
-37.3%
+144.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +3.0% |
| 7D | +0.7% | +1.1% | -0.4% | +0.1% |
| 30D | -16.1% | -2.2% | -13.9% | -15.2% |
| 3M | +6.1% | +2.1% | +4.0% | +3.7% |
| 6M | +10.8% | -14.7% | +25.5% | +18.5% |
| YTD | -0.4% | -35.7% | +35.3% | +26.2% |
| 1Y | +5.0% | -37.1% | +42.1% | +34.2% |
| 3Y | +124.0% | -20.0% | +144.0% | +140.9% |
| 5Y | +141.0% | -62.1% | +203.1% | +309.6% |
| All | +107.5% | -37.3% | +144.8% | +189.9% |
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