+62.0%
EW vs UAL
+223.7%
-161.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +9.3% | +12.5% | -3.2% | +7.8% |
| 30D | +22.1% | +12.2% | +9.9% | +20.4% |
| 3M | +13.0% | -2.6% | +15.6% | +13.0% |
| 6M | +30.1% | +21.1% | +9.0% | +26.8% |
| YTD | +22.0% | +7.8% | +14.2% | +19.7% |
| 1Y | +23.7% | +25.4% | -1.7% | +19.7% |
| 3Y | +62.0% | +217.3% | -155.4% | +41.3% |
| All | +62.0% | +223.7% | -161.7% | +41.3% |
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