+76.8%
UAL vs FIS
-55.0%
+131.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -6.1% | +0.1% | -2.9% |
| 7D | +0.7% | -3.5% | +4.2% | +2.3% |
| 30D | +7.8% | -19.4% | +27.2% | +15.4% |
| 3M | -11.1% | -31.6% | +20.5% | +4.0% |
| 6M | +16.1% | -32.5% | +48.6% | +35.1% |
| YTD | -0.5% | -56.0% | +55.5% | +47.9% |
| 1Y | +11.3% | -55.5% | +66.8% | +64.3% |
| 3Y | +192.8% | -41.3% | +234.2% | +252.5% |
| 5Y | +123.3% | -72.3% | +195.5% | +325.4% |
| All | +76.8% | -55.0% | +131.8% | +162.4% |
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