+27.5%
UAL vs FIVE
+63.3%
-35.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +6.7% | +1.3% | +5.5% |
| 7D | +11.9% | +7.5% | +4.4% | +9.1% |
| 30D | +5.2% | +16.7% | -11.5% | -0.4% |
| 3M | -12.7% | +13.4% | -26.1% | -16.9% |
| 6M | +28.5% | +9.0% | +19.5% | +24.3% |
| YTD | +3.5% | +33.8% | -30.3% | -9.8% |
| 1Y | +27.5% | +61.2% | -33.6% | +1.9% |
| All | +27.5% | +63.3% | -35.7% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling