+159.1%
UAL vs FRSH
-72.1%
+231.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.2% |
| 7D | +2.3% | -8.9% | +11.2% | +4.5% |
| 30D | +13.3% | -13.2% | +26.6% | +16.8% |
| 3M | -6.3% | +0.9% | -7.2% | -7.6% |
| 6M | +22.5% | +40.3% | -17.8% | +10.0% |
| YTD | +5.9% | -1.4% | +7.2% | +2.7% |
| 1Y | +24.7% | +3.8% | +20.9% | +19.2% |
| 3Y | +211.6% | -30.8% | +242.4% | +220.9% |
| 5Y | +130.6% | -68.5% | +199.1% | +124.8% |
| All | +159.1% | -72.1% | +231.2% | +145.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling