+217.3%
UAL vs FLUT
-44.6%
+262.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | +12.5% | -1.5% | +13.9% | +12.9% |
| 30D | +12.2% | +3.4% | +8.8% | +10.5% |
| 3M | -2.6% | -12.5% | +9.9% | +1.2% |
| 6M | +21.1% | -18.5% | +39.5% | +26.8% |
| YTD | +7.8% | -61.6% | +69.4% | +59.0% |
| 1Y | +25.4% | -64.1% | +89.5% | +89.6% |
| 3Y | +217.3% | -44.5% | +261.8% | +328.7% |
| All | +217.3% | -44.6% | +262.0% | +328.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling