+59.5%
UAL vs FND
+69.4%
-10.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.5% | +2.2% |
| 7D | +8.2% | +7.7% | +0.5% | +5.0% |
| 30D | +2.3% | +11.9% | -9.5% | -2.4% |
| 3M | -12.7% | -14.6% | +1.9% | -7.3% |
| 6M | +12.7% | +0.5% | +12.2% | +11.5% |
| YTD | +0.8% | -15.8% | +16.7% | +6.7% |
| 1Y | +17.8% | -12.9% | +30.7% | +23.0% |
| 3Y | +206.7% | -34.2% | +240.8% | +242.4% |
| 5Y | +113.9% | -61.6% | +175.4% | +176.4% |
| All | +59.5% | +69.4% | -10.0% | +23.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling