+1,001.8%
TER vs UAL
+106.7%
+895.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +6.8% | +6.0% | +10.4% |
| 7D | -5.8% | +10.2% | -15.9% | -8.8% |
| 30D | -38.9% | +12.0% | -50.9% | -41.3% |
| 3M | -35.1% | -7.1% | -28.0% | -33.5% |
| 6M | -31.6% | +20.9% | -52.5% | -35.9% |
| YTD | +27.2% | +7.7% | +19.6% | +23.8% |
| 1Y | +35.2% | +23.6% | +11.7% | +25.8% |
| 3Y | +192.8% | +222.6% | -29.8% | +96.9% |
| 5Y | +72.4% | +127.9% | -55.5% | +23.7% |
| 10Y | +1,001.8% | +100.2% | +901.6% | +669.8% |
| All | +1,001.8% | +106.7% | +895.2% | +669.8% |
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 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