+70.3%
UAL vs FND
+76.3%
-6.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.1% | +2.7% | +5.1% |
| 7D | +10.2% | +8.5% | +1.7% | +6.7% |
| 30D | +12.0% | +17.2% | -5.2% | +4.9% |
| 3M | -7.1% | -14.9% | +7.8% | -1.0% |
| 6M | +20.9% | +3.1% | +17.8% | +18.4% |
| YTD | +7.7% | -12.4% | +20.1% | +12.1% |
| 1Y | +23.6% | -10.0% | +33.6% | +27.3% |
| 3Y | +222.6% | -31.3% | +253.9% | +254.1% |
| 5Y | +127.9% | -60.3% | +188.3% | +190.8% |
| All | +70.3% | +76.3% | -6.0% | +29.9% |
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