+107.5%
UAL vs FLUT
-9.7%
+117.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.2% | +4.7% | +3.0% |
| 7D | +0.7% | -1.6% | +2.3% | +1.1% |
| 30D | -16.1% | +7.7% | -23.9% | -17.9% |
| 3M | +6.1% | -0.7% | +6.9% | +5.2% |
| 6M | +10.8% | -11.2% | +22.0% | +12.6% |
| YTD | -0.4% | -53.4% | +53.1% | +18.8% |
| 1Y | +5.0% | -65.8% | +70.8% | +34.6% |
| 3Y | +124.0% | -44.9% | +168.9% | +156.9% |
| 5Y | +141.0% | -49.7% | +190.7% | +163.5% |
| All | +107.5% | -9.7% | +117.2% | +130.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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