+255.6%
UAL vs FTI
+690.8%
-435.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.1% | -1.1% | +0.9% |
| 7D | +8.2% | -7.6% | +15.8% | +11.1% |
| 30D | +2.3% | -7.1% | +9.5% | +4.5% |
| 3M | -12.7% | -8.7% | -4.0% | -10.8% |
| 6M | +12.7% | -14.0% | +26.7% | +16.1% |
| YTD | +0.8% | +42.8% | -42.0% | -14.2% |
| 1Y | +17.8% | +50.4% | -32.6% | -1.8% |
| 3Y | +206.7% | +194.1% | +12.6% | +93.1% |
| 5Y | +113.9% | +775.2% | -661.3% | -17.7% |
| 10Y | +97.0% | +189.2% | -92.2% | -6.5% |
| All | +255.6% | +690.8% | -435.2% | +13.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling