+255.6%
UAL vs FLUT
+453.4%
-197.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.6% | +2.2% |
| 7D | +8.2% | -1.1% | +9.2% | +8.3% |
| 30D | +2.3% | +7.7% | -5.4% | +1.4% |
| 3M | -12.7% | -12.2% | -0.5% | -11.7% |
| 6M | +12.7% | -17.6% | +30.3% | +14.3% |
| YTD | +0.8% | -62.0% | +62.8% | +11.0% |
| 1Y | +17.8% | -62.3% | +80.0% | +29.6% |
| 3Y | +206.7% | -52.0% | +258.6% | +232.4% |
| 5Y | +113.9% | -51.8% | +165.7% | +127.5% |
| 10Y | +97.0% | -26.3% | +123.3% | +111.4% |
| All | +255.6% | +453.4% | -197.7% | +285.8% |
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