+109.6%
UAL vs FIVE
+15.3%
+94.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.3% | -0.3% | -2.9% |
| 7D | +5.0% | -1.7% | +6.7% | +5.8% |
| 30D | -1.2% | +14.9% | -16.2% | -6.4% |
| 3M | -16.8% | +7.6% | -24.4% | -19.6% |
| 6M | +18.0% | +6.4% | +11.5% | +13.5% |
| YTD | -1.2% | +28.1% | -29.3% | -11.9% |
| 1Y | +14.3% | +54.7% | -40.4% | -5.6% |
| 3Y | +194.6% | +36.1% | +158.5% | +131.5% |
| 5Y | +109.6% | +14.9% | +94.7% | +72.1% |
| All | +109.6% | +15.3% | +94.3% | +72.1% |
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