+273.4%
UAL vs FLUT
+479.0%
-205.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.6% | -5.4% | -2.2% |
| 7D | +2.3% | +4.5% | -2.3% | +1.7% |
| 30D | +13.3% | +9.2% | +4.1% | +12.2% |
| 3M | -6.3% | -13.7% | +7.4% | -5.0% |
| 6M | +22.5% | -9.0% | +31.5% | +22.9% |
| YTD | +5.9% | -60.2% | +66.1% | +15.9% |
| 1Y | +24.7% | -63.1% | +87.8% | +37.5% |
| 3Y | +211.6% | -42.5% | +254.0% | +233.0% |
| 5Y | +130.6% | -47.6% | +178.1% | +143.9% |
| 10Y | +96.5% | -22.9% | +119.4% | +109.8% |
| All | +273.4% | +479.0% | -205.6% | +302.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling