+43.2%
TER vs UAL
+22.8%
+20.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +8.0% | -14.8% | -11.9% |
| 7D | -19.9% | +11.9% | -31.8% | -26.3% |
| 30D | -43.5% | +5.2% | -48.8% | -45.9% |
| 3M | -37.8% | -12.7% | -25.1% | -32.2% |
| 6M | -25.6% | +28.5% | -54.1% | -38.4% |
| YTD | +29.8% | +3.5% | +26.3% | +19.1% |
| 1Y | +43.2% | +27.5% | +15.6% | +10.7% |
| All | +43.2% | +22.8% | +20.3% | +10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling