+176.4%
UAL vs FTV
+90.8%
+85.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +3.4% |
| 7D | +0.7% | -4.5% | +5.2% | +4.9% |
| 30D | -16.1% | -7.1% | -9.0% | -10.5% |
| 3M | +6.1% | -7.2% | +13.3% | +12.7% |
| 6M | +10.8% | -1.5% | +12.4% | +11.2% |
| YTD | -0.4% | +3.5% | -3.9% | -5.9% |
| 1Y | +5.0% | +20.3% | -15.3% | -14.6% |
| 3Y | +124.0% | -3.1% | +127.1% | +125.0% |
| 5Y | +141.0% | +2.3% | +138.6% | +126.3% |
| 10Y | +118.0% | +76.3% | +41.7% | +29.6% |
| All | +176.4% | +90.8% | +85.7% | +57.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling