+96.5%
UAL vs FIVE
+535.9%
-439.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.3% |
| 7D | +2.3% | -0.5% | +2.8% | +2.6% |
| 30D | +13.3% | +17.4% | -4.1% | +5.6% |
| 3M | -6.3% | +7.0% | -13.3% | -9.5% |
| 6M | +22.5% | +20.5% | +2.0% | +10.7% |
| YTD | +5.9% | +33.1% | -27.3% | -8.9% |
| 1Y | +24.7% | +67.1% | -42.4% | -3.5% |
| 3Y | +211.6% | +41.9% | +169.7% | +133.6% |
| 5Y | +130.6% | +21.1% | +109.5% | +76.8% |
| 10Y | +96.5% | +518.8% | -422.3% | -16.7% |
| All | +96.5% | +535.9% | -439.4% | -16.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling