+25.4%
UAL vs FIVE
+63.0%
-37.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | +12.5% | +7.3% | +5.1% | +9.6% |
| 30D | +12.2% | +18.1% | -5.9% | +5.8% |
| 3M | -2.6% | +7.7% | -10.3% | -5.5% |
| 6M | +21.1% | +13.6% | +7.5% | +14.8% |
| YTD | +7.8% | +34.6% | -26.8% | -6.8% |
| 1Y | +25.4% | +66.2% | -40.8% | -1.7% |
| All | +25.4% | +63.0% | -37.6% | -1.7% |
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 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