+99.1%
UAL vs FITB
+285.0%
-185.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.2% | -2.3% |
| 7D | +3.4% | +2.8% | +0.6% | +1.2% |
| 30D | -16.5% | -4.5% | -11.9% | -13.2% |
| 3M | +2.8% | +5.7% | -2.9% | -1.7% |
| 6M | +17.6% | +17.1% | +0.4% | +3.5% |
| YTD | -3.2% | +18.3% | -21.5% | -15.5% |
| 1Y | +0.4% | +23.9% | -23.5% | -15.6% |
| 3Y | +128.2% | +131.1% | -2.9% | +17.6% |
| 5Y | +137.7% | +71.1% | +66.6% | +50.5% |
| 10Y | +99.1% | +283.9% | -184.8% | -33.3% |
| All | +99.1% | +285.0% | -185.9% | -33.3% |
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