+12.5%
UAL vs FRMI
-87.9%
+100.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +26.7% | -28.4% | -3.5% |
| 7D | -3.0% | +66.2% | -69.3% | -7.1% |
| 30D | +10.5% | -17.4% | +27.9% | +11.8% |
| 3M | -13.5% | -60.5% | +47.0% | -7.0% |
| 6M | +14.2% | -56.5% | +70.7% | +20.3% |
| YTD | -2.2% | -67.4% | +65.1% | +4.2% |
| 1Y | +12.5% | -85.1% | +97.6% | +20.8% |
| All | +12.5% | -87.9% | +100.4% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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