+186.8%
UAL vs FTI
+212.2%
-25.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.8% | -2.2% |
| 7D | -3.0% | +4.3% | -7.4% | -4.0% |
| 30D | +10.5% | -4.7% | +15.1% | +11.3% |
| 3M | -13.5% | -13.5% | 0.0% | -10.7% |
| 6M | +14.2% | -8.7% | +22.9% | +15.1% |
| YTD | -2.2% | +49.0% | -51.3% | -18.0% |
| 1Y | +12.5% | +54.0% | -41.5% | -7.0% |
| 3Y | +186.8% | +211.6% | -24.8% | +85.6% |
| All | +186.8% | +212.2% | -25.4% | +85.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling