+87.5%
UAL vs FTV
+107.8%
-20.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.1% |
| 7D | +8.2% | +0.2% | +7.9% | +8.1% |
| 30D | +2.3% | +15.7% | -13.3% | -10.4% |
| 3M | -12.7% | +7.5% | -20.2% | -18.6% |
| 6M | +12.7% | +8.5% | +4.2% | +3.4% |
| YTD | +0.8% | +18.8% | -18.0% | -16.3% |
| 1Y | +17.8% | +28.5% | -10.8% | -9.5% |
| 3Y | +206.7% | +34.0% | +172.7% | +127.8% |
| 5Y | +113.9% | +12.6% | +101.3% | +84.0% |
| All | +87.5% | +107.8% | -20.3% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling