+138.7%
UAL vs FLNC
-70.4%
+209.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.5% | +0.7% | +2.8% |
| 7D | -1.4% | -4.1% | +2.7% | -1.0% |
| 30D | -12.2% | -24.8% | +12.5% | -8.9% |
| 3M | -2.5% | -59.1% | +56.6% | +8.7% |
| 6M | +21.1% | -42.0% | +63.1% | +23.6% |
| YTD | -1.8% | -49.8% | +48.0% | +0.5% |
| 1Y | +0.4% | +43.1% | -42.7% | -16.0% |
| 3Y | +130.3% | -61.0% | +191.2% | +107.9% |
| All | +138.7% | -70.4% | +209.0% | +99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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