+248.8%
EW vs UAL
+97.8%
+151.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +2.0% |
| 7D | +6.5% | +2.3% | +4.2% | +6.1% |
| 30D | +22.5% | +13.3% | +9.1% | +19.9% |
| 3M | +13.0% | -6.3% | +19.3% | +13.8% |
| 6M | +37.1% | +22.5% | +14.6% | +31.8% |
| YTD | +24.1% | +5.9% | +18.3% | +21.3% |
| 1Y | +24.2% | +24.7% | -0.4% | +18.2% |
| 3Y | +64.8% | +211.6% | -146.8% | +29.2% |
| 5Y | -7.4% | +130.6% | -138.0% | -25.8% |
| 10Y | +248.8% | +96.5% | +152.3% | +170.1% |
| All | +248.8% | +97.8% | +151.0% | +170.1% |
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