+1.4%
UAL vs FLR
+33.3%
-32.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.1% | +0.1% |
| 7D | -1.1% | -3.1% | +2.0% | -0.1% |
| 30D | -13.4% | +4.9% | -18.4% | -15.3% |
| 3M | -2.3% | +10.8% | -13.1% | -7.5% |
| 6M | +13.3% | +19.7% | -6.3% | +0.8% |
| YTD | -4.2% | +38.4% | -42.6% | -19.9% |
| 1Y | +1.4% | +34.7% | -33.3% | -12.3% |
| All | +1.4% | +33.3% | -32.0% | -12.3% |
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