+88.8%
UAL vs FN
+663.9%
-575.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -14.2% | +9.7% | -0.6% |
| 7D | +5.0% | -16.0% | +21.0% | +9.1% |
| 30D | -1.2% | -40.1% | +38.9% | +12.4% |
| 3M | -16.8% | -43.9% | +27.1% | -4.8% |
| 6M | +18.0% | -55.6% | +73.6% | +40.2% |
| YTD | -1.2% | -35.7% | +34.5% | +1.3% |
| 1Y | +14.3% | -39.8% | +54.2% | +18.5% |
| 3Y | +194.6% | +80.3% | +114.3% | +93.6% |
| 5Y | +109.6% | +143.3% | -33.7% | +17.1% |
| All | +88.8% | +663.9% | -575.2% | -25.8% |
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