+104.2%
UAL vs USFR
+28.0%
+76.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -1.1% | +0.1% | -1.2% | -1.2% |
| 30D | -13.4% | +0.3% | -13.7% | -13.7% |
| 3M | -2.3% | +1.0% | -3.3% | -3.4% |
| 6M | +13.3% | +1.9% | +11.4% | +10.8% |
| YTD | -4.2% | +2.7% | -6.9% | -7.2% |
| 1Y | +1.4% | +4.0% | -2.6% | -3.6% |
| 3Y | +125.8% | +14.0% | +111.8% | +94.0% |
| 5Y | +130.0% | +20.4% | +109.6% | +88.7% |
| 10Y | +104.2% | +28.0% | +76.2% | +67.2% |
| All | +104.2% | +28.0% | +76.2% | +67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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