+544.6%
ETN vs UAL
+80.6%
+464.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | +0.1% | -1.2% |
| 7D | +3.6% | -3.0% | +6.7% | +4.4% |
| 30D | -13.4% | +10.5% | -23.9% | -16.1% |
| 3M | -21.9% | -13.5% | -8.4% | -19.2% |
| 6M | -12.8% | +14.2% | -27.0% | -16.7% |
| YTD | +12.1% | -2.2% | +14.3% | +10.4% |
| 1Y | +0.8% | +12.5% | -11.7% | -4.5% |
| 3Y | +64.5% | +186.8% | -122.3% | +15.6% |
| 5Y | +121.7% | +119.4% | +2.4% | +59.9% |
| All | +544.6% | +80.6% | +464.0% | +370.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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