+1,381.0%
NET vs UAL
+28.0%
+1,353.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +8.0% | -10.5% | -3.9% |
| 7D | -16.4% | +11.9% | -28.3% | -18.1% |
| 30D | -25.8% | +5.2% | -31.1% | -26.6% |
| 3M | -11.5% | -12.7% | +1.2% | -9.7% |
| 6M | +18.9% | +28.5% | -9.6% | +12.8% |
| YTD | +35.2% | +3.5% | +31.7% | +32.1% |
| 1Y | +14.5% | +27.5% | -13.1% | +7.6% |
| 3Y | +313.8% | +208.6% | +105.2% | +232.8% |
| 5Y | +32.6% | +135.6% | -103.0% | +7.7% |
| All | +1,381.0% | +28.0% | +1,353.0% | +1,355.5% |
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