+186.8%
UAL vs FITB
+144.0%
+42.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.9% | -2.8% |
| 7D | -3.0% | +2.8% | -5.8% | -5.4% |
| 30D | +10.5% | +9.8% | +0.7% | +1.7% |
| 3M | -13.5% | -5.2% | -8.3% | -9.0% |
| 6M | +14.2% | +17.3% | -3.1% | -1.7% |
| YTD | -2.2% | +19.3% | -21.5% | -17.1% |
| 1Y | +12.5% | +32.7% | -20.2% | -13.7% |
| 3Y | +186.8% | +141.6% | +45.2% | +61.9% |
| All | +186.8% | +144.0% | +42.8% | +61.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling