+92.6%
UAL vs FITB
+247.4%
-154.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.7% |
| 7D | +8.2% | -1.5% | +9.7% | +9.7% |
| 30D | +2.3% | +5.8% | -3.5% | -2.1% |
| 3M | -12.7% | -6.1% | -6.6% | -8.0% |
| 6M | +12.7% | +5.9% | +6.8% | +7.4% |
| YTD | +0.8% | +16.1% | -15.3% | -10.5% |
| 1Y | +17.8% | +28.8% | -11.1% | -3.9% |
| 3Y | +206.7% | +126.0% | +80.7% | +61.4% |
| 5Y | +113.9% | +45.3% | +68.6% | +55.4% |
| All | +92.6% | +247.4% | -154.7% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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