+453.6%
UAL vs FN
+3,020.0%
-2,566.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -6.0% | +13.9% | +9.3% |
| 7D | +11.9% | -7.0% | +18.9% | +13.0% |
| 30D | +5.2% | -24.7% | +30.0% | +11.0% |
| 3M | -12.7% | -35.7% | +23.0% | -5.6% |
| 6M | +28.5% | -52.4% | +80.9% | +45.3% |
| YTD | +3.5% | -25.0% | +28.5% | +3.3% |
| 1Y | +27.5% | -25.7% | +53.2% | +26.7% |
| 3Y | +208.6% | +110.2% | +98.4% | +128.4% |
| 5Y | +135.6% | +192.3% | -56.8% | +57.5% |
| 10Y | +102.3% | +812.3% | -710.0% | +7.6% |
| All | +453.6% | +3,020.0% | -2,566.4% | +164.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling