+85.6%
ETN vs UAL
+127.4%
-41.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.8% | +5.6% | +3.5% |
| 7D | +8.0% | +3.5% | +4.6% | +7.0% |
| 30D | -5.9% | -16.5% | +10.5% | -1.2% |
| 3M | +5.0% | +2.8% | +2.2% | +3.9% |
| 6M | +22.4% | +17.6% | +4.8% | +15.8% |
| YTD | +33.6% | -3.2% | +36.8% | +32.5% |
| 1Y | +22.1% | +0.4% | +21.7% | +19.2% |
| 3Y | +85.6% | +128.2% | -42.6% | +39.5% |
| All | +85.6% | +127.4% | -41.8% | +39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling