-10.1%
ETN vs UAL
+16.4%
-26.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.0% | +5.6% | +1.4% |
| 7D | +10.1% | +0.7% | +9.4% | +9.8% |
| 30D | -15.9% | +7.8% | -23.7% | -18.4% |
| 3M | -21.7% | -11.1% | -10.6% | -18.8% |
| 6M | -10.1% | +16.1% | -26.2% | -15.0% |
| All | -10.1% | +16.4% | -26.5% | -15.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling