+2,643.9%
EW vs UAL
+246.2%
+2,397.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | +1.1% |
| 7D | +11.0% | +8.2% | +2.9% | +10.1% |
| 30D | +19.1% | +2.3% | +16.7% | +18.7% |
| 3M | +14.4% | -12.7% | +27.0% | +15.7% |
| 6M | +22.8% | +12.7% | +10.1% | +20.7% |
| YTD | +19.8% | +0.8% | +19.0% | +18.7% |
| 1Y | +23.9% | +17.8% | +6.1% | +20.7% |
| 3Y | +52.2% | +206.7% | -154.5% | +31.6% |
| 5Y | -13.9% | +113.9% | -127.8% | -24.0% |
| 10Y | +241.9% | +97.0% | +144.9% | +188.4% |
| All | +2,643.9% | +246.2% | +2,397.6% | +1,814.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling