+0.4%
UAL vs FTI
+102.0%
-101.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.7% | -3.0% |
| 7D | +3.5% | -0.2% | +3.6% | +3.4% |
| 30D | -16.5% | +12.3% | -28.8% | -15.4% |
| 3M | +2.8% | +13.8% | -11.0% | +3.8% |
| 6M | +17.6% | +24.3% | -6.7% | +13.6% |
| YTD | -3.2% | +75.8% | -79.0% | -6.3% |
| 1Y | +0.4% | +99.6% | -99.2% | -2.1% |
| All | +0.4% | +102.0% | -101.6% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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