+57.4%
UAL vs FND
+61.4%
-4.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.4% | -1.6% | -4.2% |
| 7D | +0.7% | -5.1% | +5.8% | +3.0% |
| 30D | +7.8% | +9.2% | -1.4% | +3.9% |
| 3M | -11.1% | -17.7% | +6.6% | -4.0% |
| 6M | +16.1% | +2.5% | +13.6% | +14.1% |
| YTD | -0.5% | -19.8% | +19.3% | +7.5% |
| 1Y | +11.3% | -22.7% | +34.0% | +21.9% |
| 3Y | +192.8% | -38.3% | +231.1% | +235.9% |
| 5Y | +123.3% | -63.0% | +186.2% | +193.5% |
| All | +57.4% | +61.4% | -4.1% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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