+279.7%
UAL vs FLR
+39.0%
+240.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +8.3% | -1.5% | +3.6% |
| 7D | +10.2% | +8.5% | +1.7% | +6.8% |
| 30D | +12.0% | -0.7% | +12.7% | +12.1% |
| 3M | -7.1% | -11.7% | +4.6% | -3.3% |
| 6M | +20.9% | +16.2% | +4.7% | +12.0% |
| YTD | +7.7% | +27.0% | -19.3% | -4.4% |
| 1Y | +23.6% | +10.1% | +13.5% | +15.6% |
| 3Y | +222.6% | +46.2% | +176.4% | +156.5% |
| 5Y | +127.9% | +121.4% | +6.5% | +46.5% |
| 10Y | +100.2% | +11.0% | +89.2% | +33.7% |
| All | +279.7% | +39.0% | +240.8% | +76.8% |
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