+251.3%
UAL vs FLR
+55.1%
+196.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.3% | +4.8% | +3.4% |
| 7D | +0.7% | +5.4% | -4.7% | -1.4% |
| 30D | -16.1% | +11.4% | -27.5% | -20.3% |
| 3M | +6.1% | +11.4% | -5.3% | +0.4% |
| 6M | +10.8% | +16.6% | -5.8% | +2.2% |
| YTD | -0.4% | +41.7% | -42.1% | -14.9% |
| 1Y | +5.0% | +35.4% | -30.4% | -9.2% |
| 3Y | +124.0% | +57.3% | +66.7% | +73.8% |
| 5Y | +141.0% | +241.0% | -100.0% | +30.6% |
| 10Y | +118.0% | +16.6% | +101.4% | +42.4% |
| All | +251.3% | +55.1% | +196.3% | +57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling