+137.5%
UAL vs FLUT
-46.8%
+184.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.6% | -5.4% | -3.1% |
| 7D | +2.3% | +4.5% | -2.3% | +0.6% |
| 30D | +13.3% | +9.2% | +4.1% | +9.5% |
| 3M | -6.3% | -13.7% | +7.4% | -2.3% |
| 6M | +22.5% | -9.0% | +31.5% | +22.8% |
| YTD | +5.9% | -60.2% | +66.1% | +45.9% |
| 1Y | +24.7% | -63.1% | +87.8% | +76.3% |
| 3Y | +211.6% | -42.5% | +254.0% | +272.9% |
| All | +137.5% | -46.8% | +184.4% | +183.2% |
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