+210.6%
UAL vs FIS
-37.3%
+247.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.7% | -8.5% | -3.3% |
| 7D | +2.3% | +1.5% | +0.7% | +1.8% |
| 30D | +13.3% | -11.8% | +25.2% | +13.0% |
| 3M | -6.3% | -28.5% | +22.2% | +1.1% |
| 6M | +22.5% | -27.0% | +49.5% | +29.9% |
| YTD | +5.9% | -53.1% | +59.0% | +38.7% |
| 1Y | +24.7% | -52.8% | +77.4% | +62.5% |
| All | +210.6% | -37.3% | +247.9% | +260.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling