+255.6%
UAL vs FLR
+28.3%
+227.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.3% | -1.3% | +0.8% |
| 7D | +8.2% | -0.8% | +9.0% | +8.4% |
| 30D | +2.3% | -9.1% | +11.4% | +5.9% |
| 3M | -12.7% | -4.7% | -8.0% | -12.3% |
| 6M | +12.7% | -14.2% | +26.9% | +16.3% |
| YTD | +0.8% | +17.3% | -16.5% | -7.8% |
| 1Y | +17.8% | +4.3% | +13.5% | +12.5% |
| 3Y | +206.7% | +30.7% | +175.9% | +154.2% |
| 5Y | +113.9% | +101.3% | +12.6% | +42.5% |
| 10Y | +97.0% | +12.4% | +84.6% | +29.8% |
| All | +255.6% | +28.3% | +227.3% | +70.5% |
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