+99.1%
UAL vs FLR
+18.9%
+80.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.6% | -3.1% |
| 7D | +3.5% | +0.7% | +2.8% | +3.2% |
| 30D | -16.5% | -0.7% | -15.8% | -16.5% |
| 3M | +2.8% | +14.3% | -11.6% | -2.9% |
| 6M | +17.6% | +25.6% | -8.0% | +6.6% |
| YTD | -3.2% | +42.9% | -46.1% | -16.1% |
| 1Y | +0.4% | +38.7% | -38.3% | -12.4% |
| 3Y | +128.2% | +61.8% | +66.4% | +81.0% |
| 5Y | +137.7% | +254.1% | -116.4% | +38.2% |
| 10Y | +99.1% | +20.0% | +79.1% | +17.3% |
| All | +99.1% | +18.9% | +80.3% | +17.3% |
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 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