+96.5%
UAL vs FTV
+107.5%
-11.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.1% | -2.0% |
| 7D | +2.3% | -0.7% | +2.9% | +3.0% |
| 30D | +13.3% | +18.3% | -5.0% | -2.8% |
| 3M | -6.3% | +10.2% | -16.5% | -14.5% |
| 6M | +22.5% | +12.8% | +9.7% | +8.5% |
| YTD | +5.9% | +23.4% | -17.5% | -15.1% |
| 1Y | +24.7% | +31.4% | -6.8% | -6.1% |
| 3Y | +211.6% | +38.7% | +172.9% | +124.4% |
| 5Y | +130.6% | +18.6% | +112.0% | +89.2% |
| 10Y | +96.5% | +110.1% | -13.7% | -14.7% |
| All | +96.5% | +107.5% | -11.0% | -14.7% |
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