+235.5%
EW vs UAL
+94.5%
+141.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | +1.0% |
| 7D | +11.0% | +8.2% | +2.9% | +9.6% |
| 30D | +19.1% | +2.3% | +16.7% | +18.5% |
| 3M | +14.4% | -12.7% | +27.0% | +16.4% |
| 6M | +22.8% | +12.7% | +10.1% | +19.6% |
| YTD | +19.8% | +0.8% | +19.0% | +18.0% |
| 1Y | +23.9% | +17.8% | +6.1% | +18.9% |
| 3Y | +52.2% | +206.7% | -154.5% | +19.6% |
| 5Y | -13.9% | +113.9% | -127.8% | -30.2% |
| All | +235.5% | +94.5% | +141.0% | +160.7% |
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