+133.6%
UAL vs FTI
+295.6%
-162.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.6% |
| 7D | +0.7% | +5.3% | -4.6% | -0.5% |
| 30D | -16.1% | +15.3% | -31.4% | -19.1% |
| 3M | +6.1% | +15.8% | -9.6% | +1.5% |
| 6M | +10.8% | +22.6% | -11.7% | +2.9% |
| YTD | -0.4% | +79.5% | -79.9% | -18.3% |
| 1Y | +5.0% | +102.0% | -97.0% | -17.6% |
| All | +133.6% | +295.6% | -162.0% | +57.8% |
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