+99.1%
UAL vs FTV
+77.3%
+21.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.1% | -2.1% |
| 7D | +3.5% | -0.4% | +3.8% | +3.8% |
| 30D | -16.5% | -8.3% | -8.1% | -9.7% |
| 3M | +2.8% | -7.4% | +10.2% | +9.4% |
| 6M | +17.6% | -1.2% | +18.8% | +17.6% |
| YTD | -3.2% | +2.7% | -5.9% | -7.9% |
| 1Y | +0.4% | +18.4% | -18.0% | -17.2% |
| 3Y | +128.2% | -2.0% | +130.2% | +126.7% |
| 5Y | +137.7% | +3.4% | +134.3% | +120.9% |
| 10Y | +99.1% | +78.5% | +20.6% | +16.1% |
| All | +99.1% | +77.3% | +21.8% | +16.1% |
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