+251.3%
UAL vs FITB
+182.9%
+68.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.6% |
| 7D | +0.7% | +0.6% | +0.1% | +0.5% |
| 30D | -16.1% | -4.7% | -11.4% | -14.1% |
| 3M | +6.1% | +6.7% | -0.5% | +2.9% |
| 6M | +10.8% | +12.6% | -1.7% | +5.0% |
| YTD | -0.4% | +19.1% | -19.5% | -8.1% |
| 1Y | +5.0% | +22.6% | -17.6% | -4.4% |
| 3Y | +124.0% | +127.1% | -3.1% | +54.4% |
| 5Y | +141.0% | +71.8% | +69.2% | +88.8% |
| 10Y | +118.0% | +287.2% | -169.2% | +23.8% |
| All | +251.3% | +182.9% | +68.4% | +74.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling