+100.2%
UAL vs FIS
-54.6%
+154.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.4% | +8.1% | +7.5% |
| 7D | +10.2% | -29.4% | +39.6% | +27.9% |
| 30D | +12.0% | -16.7% | +28.8% | +17.9% |
| 3M | -7.1% | -33.0% | +25.9% | +10.2% |
| 6M | +20.9% | -33.3% | +54.2% | +41.9% |
| YTD | +7.7% | -56.0% | +63.7% | +60.2% |
| 1Y | +23.6% | -54.6% | +78.1% | +80.1% |
| 3Y | +222.6% | -40.6% | +263.2% | +286.1% |
| 5Y | +127.9% | -71.9% | +199.9% | +330.1% |
| 10Y | +100.2% | -55.3% | +155.5% | +209.9% |
| All | +100.2% | -54.6% | +154.8% | +209.9% |
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