+16.2%
UAL vs FRMI
-77.3%
+93.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +11.5% | -14.3% | -3.6% |
| 7D | +3.5% | +23.3% | -19.9% | +1.9% |
| 30D | -16.5% | -7.6% | -8.9% | -16.3% |
| 3M | +2.8% | +0.2% | +2.6% | +1.7% |
| 6M | +17.6% | -28.7% | +46.3% | +18.1% |
| YTD | -3.2% | -28.6% | +25.4% | -3.0% |
| All | +16.2% | -77.3% | +93.5% | +15.1% |
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