+124.6%
UAL vs FLNC
-62.1%
+186.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -8.3% | +7.3% | -0.1% |
| 7D | -1.1% | -4.2% | +3.0% | -0.8% |
| 30D | -13.4% | -20.0% | +6.6% | -11.4% |
| 3M | -2.3% | -56.9% | +54.6% | +6.0% |
| 6M | +13.3% | -35.5% | +48.9% | +13.7% |
| YTD | -4.2% | -48.8% | +44.6% | -2.5% |
| 1Y | +1.4% | +49.3% | -47.9% | -12.6% |
| All | +124.6% | -62.1% | +186.8% | +104.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling