+139.2%
UAL vs FIVE
+31.2%
+107.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.1% | -2.6% | +0.5% |
| 7D | +0.7% | +4.3% | -3.6% | -1.0% |
| 30D | -16.1% | +12.5% | -28.6% | -20.1% |
| 3M | +6.1% | +31.2% | -25.1% | -5.1% |
| 6M | +10.8% | +14.4% | -3.5% | +3.6% |
| YTD | -0.4% | +33.9% | -34.3% | -12.4% |
| 1Y | +5.0% | +65.1% | -60.0% | -15.5% |
| 3Y | +124.0% | +49.0% | +75.0% | +69.8% |
| All | +139.2% | +31.2% | +107.9% | +84.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling