+248.5%
UAL vs FIS
+89.2%
+159.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.2% | -3.3% | -3.7% |
| 7D | +5.0% | -21.2% | +26.2% | +17.8% |
| 30D | -1.2% | -12.1% | +10.8% | +2.0% |
| 3M | -16.8% | -30.6% | +13.8% | +1.0% |
| 6M | +18.0% | -35.5% | +53.4% | +47.5% |
| YTD | -1.2% | -54.4% | +53.2% | +56.5% |
| 1Y | +14.3% | -52.9% | +67.2% | +76.5% |
| 3Y | +194.6% | -38.7% | +233.2% | +258.8% |
| 5Y | +109.6% | -70.4% | +180.1% | +307.4% |
| 10Y | +93.1% | -52.8% | +145.8% | +147.1% |
| All | +248.5% | +89.2% | +159.4% | +24.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling