+117.8%
UAL vs FN
+900.0%
-782.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.1% | -0.6% | +1.6% |
| 7D | +0.7% | -1.7% | +2.4% | +1.2% |
| 30D | -16.1% | -22.0% | +5.9% | -10.9% |
| 3M | +6.1% | -43.0% | +49.1% | +21.1% |
| 6M | +10.8% | -27.7% | +38.6% | +14.7% |
| YTD | -0.4% | -10.5% | +10.1% | -5.2% |
| 1Y | +5.0% | +12.5% | -7.5% | -8.6% |
| 3Y | +124.0% | +153.8% | -29.8% | +36.7% |
| 5Y | +141.0% | +288.0% | -147.0% | +19.4% |
| All | +117.8% | +900.0% | -782.2% | -22.2% |
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