+139.2%
UAL vs FLUT
-50.4%
+189.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.2% | +4.7% | +3.3% |
| 7D | +0.7% | -1.6% | +2.3% | +1.3% |
| 30D | -16.1% | +7.7% | -23.9% | -18.7% |
| 3M | +6.1% | -0.7% | +6.9% | +4.6% |
| 6M | +10.8% | -11.2% | +22.0% | +13.2% |
| YTD | -0.4% | -53.4% | +53.1% | +29.6% |
| 1Y | +5.0% | -65.8% | +70.8% | +52.6% |
| 3Y | +124.0% | -44.9% | +168.9% | +171.3% |
| All | +139.2% | -50.4% | +189.5% | +154.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling