+206.7%
UAL vs FIS
-39.8%
+246.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.2% | +4.3% | +2.6% |
| 7D | +8.2% | -25.5% | +33.6% | +14.4% |
| 30D | +2.3% | -15.1% | +17.4% | +2.8% |
| 3M | -12.7% | -32.1% | +19.4% | -4.5% |
| 6M | +12.7% | -36.1% | +48.8% | +25.2% |
| YTD | +0.8% | -55.4% | +56.2% | +34.0% |
| 1Y | +17.8% | -53.9% | +71.7% | +53.5% |
| 3Y | +206.7% | -39.8% | +246.4% | +240.7% |
| All | +206.7% | -39.8% | +246.5% | +240.7% |
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