+6.3%
UAL vs FPS
-25.1%
+31.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.0% | -4.9% | +1.0% |
| 7D | +8.2% | -24.5% | +32.7% | +11.7% |
| 30D | +2.3% | -52.1% | +54.4% | +14.8% |
| 3M | -12.7% | -48.4% | +35.7% | -4.2% |
| 6M | +12.7% | -54.4% | +67.1% | +22.0% |
| All | +6.3% | -25.1% | +31.3% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 1y: compounded portfolio wealth divided by compounded FPS 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…
1y analysis · Full analysis span regression · 6 months rolling