+0.4%
UAL vs FTV
+19.1%
-18.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.1% | -2.4% |
| 7D | +3.4% | -0.4% | +3.8% | +3.6% |
| 30D | -16.5% | -8.3% | -8.1% | -12.7% |
| 3M | +2.8% | -7.4% | +10.2% | +6.8% |
| 6M | +17.6% | -1.2% | +18.8% | +17.2% |
| YTD | -3.2% | +2.7% | -5.9% | -4.1% |
| 1Y | +0.4% | +18.4% | -18.0% | -6.1% |
| All | +0.4% | +19.1% | -18.7% | -6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling