-9.0%
EW vs UAL
+133.8%
-142.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +9.3% | +12.5% | -3.2% | +7.1% |
| 30D | +22.1% | +12.2% | +9.9% | +19.6% |
| 3M | +13.0% | -2.6% | +15.6% | +13.1% |
| 6M | +30.1% | +21.1% | +9.0% | +25.0% |
| YTD | +22.0% | +7.8% | +14.2% | +18.7% |
| 1Y | +23.7% | +25.4% | -1.7% | +17.2% |
| 3Y | +62.0% | +217.3% | -155.4% | +20.6% |
| All | -9.0% | +133.8% | -142.8% | -29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling