+73.7%
UAL vs FLR
+7.4%
+66.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.7% | -1.4% |
| 7D | -3.0% | +5.4% | -8.4% | -4.7% |
| 30D | +10.5% | +2.8% | +7.6% | +9.3% |
| 3M | -13.5% | -6.4% | -7.1% | -12.0% |
| 6M | +14.2% | +8.8% | +5.4% | +9.2% |
| YTD | -2.2% | +23.6% | -25.8% | -11.2% |
| 1Y | +12.5% | +13.8% | -1.3% | +5.0% |
| 3Y | +186.8% | +36.5% | +150.4% | +139.9% |
| 5Y | +119.4% | +119.3% | 0.0% | +49.7% |
| All | +73.7% | +7.4% | +66.3% | +7.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling