+92.6%
UAL vs FN
+753.0%
-660.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +11.7% | -9.6% | -1.2% |
| 7D | +8.2% | 0.0% | +8.2% | +7.0% |
| 30D | +2.3% | -34.3% | +36.6% | +13.4% |
| 3M | -12.7% | -39.9% | +27.2% | -2.0% |
| 6M | +12.7% | -51.8% | +64.5% | +30.8% |
| YTD | +0.8% | -28.1% | +29.0% | +0.1% |
| 1Y | +17.8% | -29.1% | +46.9% | +16.2% |
| 3Y | +206.7% | +102.4% | +104.2% | +94.8% |
| 5Y | +113.9% | +171.7% | -57.8% | +15.7% |
| All | +92.6% | +753.0% | -660.4% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling