+21.0%
UAL vs FRMI
-93.8%
+114.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.6% | +1.9% |
| 7D | +8.2% | -39.8% | +48.0% | +11.7% |
| 30D | +2.3% | -60.5% | +62.8% | +8.8% |
| 3M | -12.7% | -74.6% | +62.0% | -4.6% |
| 6M | +12.7% | -71.8% | +84.5% | +21.5% |
| YTD | +0.8% | -80.4% | +81.2% | +10.2% |
| 1Y | +17.8% | -93.9% | +111.7% | +28.2% |
| All | +21.0% | -93.8% | +114.8% | +30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling