+27.5%
UAL vs FLR
+2.5%
+25.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.8% | +8.8% | +8.3% |
| 7D | +11.9% | +1.4% | +10.6% | +11.3% |
| 30D | +5.2% | -5.9% | +11.2% | +7.4% |
| 3M | -12.7% | -7.6% | -5.1% | -11.1% |
| 6M | +28.5% | -9.3% | +37.8% | +29.5% |
| YTD | +3.5% | +20.1% | -16.6% | -11.2% |
| 1Y | +27.5% | +3.0% | +24.5% | +20.3% |
| All | +27.5% | +2.5% | +25.0% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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