+239.8%
EW vs UAL
+106.7%
+133.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.8% | -4.3% | +1.5% |
| 7D | +12.3% | +10.2% | +2.1% | +10.5% |
| 30D | +22.9% | +12.0% | +10.9% | +20.6% |
| 3M | +16.7% | -7.1% | +23.8% | +17.7% |
| 6M | +31.0% | +20.9% | +10.1% | +26.2% |
| YTD | +22.8% | +7.7% | +15.2% | +19.7% |
| 1Y | +25.6% | +23.6% | +2.0% | +19.6% |
| 3Y | +62.0% | +222.6% | -160.6% | +26.3% |
| 5Y | -12.8% | +127.9% | -140.7% | -29.9% |
| 10Y | +239.8% | +100.2% | +139.6% | +165.8% |
| All | +239.8% | +106.7% | +133.1% | +165.8% |
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