+116.5%
UAL vs FLUT
-52.1%
+168.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.4% |
| 7D | -3.0% | -0.7% | -2.3% | -2.8% |
| 30D | +10.5% | +9.3% | +1.2% | +6.7% |
| 3M | -13.5% | -17.5% | +4.0% | -8.3% |
| 6M | +14.2% | -14.6% | +28.8% | +17.3% |
| YTD | -2.2% | -62.3% | +60.0% | +37.4% |
| 1Y | +12.5% | -59.6% | +72.1% | +54.0% |
| 3Y | +186.8% | -45.3% | +232.1% | +249.7% |
| All | +116.5% | -52.1% | +168.6% | +159.6% |
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