+129.8%
UAL vs FTV
-3.2%
+133.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +3.3% |
| 7D | +0.7% | -4.5% | +5.2% | +4.7% |
| 30D | -16.1% | -7.1% | -9.0% | -10.7% |
| 3M | +6.1% | -7.2% | +13.3% | +12.4% |
| 6M | +10.8% | -1.5% | +12.4% | +10.8% |
| YTD | -0.4% | +3.5% | -3.9% | -5.9% |
| 1Y | +5.0% | +20.3% | -15.3% | -15.9% |
| All | +129.8% | -3.2% | +133.0% | +119.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling