+112.3%
UAL vs FLUT
-50.5%
+162.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.6% | +2.6% |
| 7D | +8.2% | -1.1% | +9.2% | +8.4% |
| 30D | +2.3% | +7.7% | -5.4% | -0.8% |
| 3M | -12.7% | -12.2% | -0.5% | -9.6% |
| 6M | +12.7% | -17.6% | +30.3% | +17.3% |
| YTD | +0.8% | -62.0% | +62.8% | +41.3% |
| 1Y | +17.8% | -62.3% | +80.0% | +64.6% |
| 3Y | +206.7% | -52.0% | +258.6% | +290.1% |
| All | +112.3% | -50.5% | +162.8% | +159.3% |
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