+133.1%
UAL vs FRSH
-72.6%
+205.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -2.0% | -11.2% | +9.2% | +0.8% |
| 30D | -15.7% | -0.8% | -14.9% | -15.9% |
| 3M | +3.6% | +26.4% | -22.8% | -3.3% |
| 6M | +16.9% | +48.4% | -31.5% | +3.6% |
| YTD | -4.8% | -3.1% | -1.7% | -6.5% |
| 1Y | -0.9% | -8.7% | +7.7% | -1.3% |
| 3Y | +124.5% | -45.8% | +170.3% | +146.3% |
| All | +133.1% | -72.6% | +205.7% | +123.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 10y: compounded portfolio wealth divided by compounded FRSH 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…
10y analysis · Full analysis span regression · 6 months rolling