+255.6%
UAL vs FITB
+175.7%
+79.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.4% |
| 7D | +8.2% | -1.5% | +9.7% | +9.1% |
| 30D | +2.3% | +5.8% | -3.5% | -0.3% |
| 3M | -12.7% | -6.1% | -6.6% | -9.8% |
| 6M | +12.7% | +5.9% | +6.8% | +9.7% |
| YTD | +0.8% | +16.1% | -15.3% | -5.7% |
| 1Y | +17.8% | +28.8% | -11.1% | +4.8% |
| 3Y | +206.7% | +126.0% | +80.7% | +112.5% |
| 5Y | +113.9% | +45.3% | +68.6% | +81.5% |
| 10Y | +97.0% | +255.4% | -158.4% | +16.1% |
| All | +255.6% | +175.7% | +79.9% | +79.3% |
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 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