+100.2%
UAL vs FLUT
-26.1%
+126.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.4% | +6.4% | +6.7% |
| 7D | +10.2% | -6.5% | +16.7% | +11.9% |
| 30D | +12.0% | +2.8% | +9.3% | +11.1% |
| 3M | -7.1% | -13.5% | +6.4% | -4.4% |
| 6M | +20.9% | -19.0% | +39.9% | +25.1% |
| YTD | +7.7% | -61.9% | +69.5% | +34.3% |
| 1Y | +23.6% | -63.2% | +86.8% | +55.2% |
| 3Y | +222.6% | -46.0% | +268.6% | +274.5% |
| 5Y | +127.9% | -51.8% | +179.7% | +157.3% |
| 10Y | +100.2% | -26.1% | +126.3% | +134.1% |
| All | +100.2% | -26.1% | +126.3% | +134.1% |
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