+92.6%
UAL vs FIS
-54.4%
+147.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.2% | +4.3% | +3.2% |
| 7D | +8.2% | -25.5% | +33.6% | +21.9% |
| 30D | +2.3% | -15.1% | +17.4% | +6.5% |
| 3M | -12.7% | -32.1% | +19.4% | +2.9% |
| 6M | +12.7% | -36.1% | +48.8% | +35.4% |
| YTD | +0.8% | -55.4% | +56.2% | +49.1% |
| 1Y | +17.8% | -53.9% | +71.7% | +70.4% |
| 3Y | +206.7% | -39.8% | +246.4% | +264.4% |
| 5Y | +113.9% | -71.1% | +185.0% | +295.6% |
| All | +92.6% | -54.4% | +147.0% | +195.8% |
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