+886.2%
TER vs UAL
+94.5%
+791.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.0% | +0.5% | +1.9% |
| 7D | -20.5% | +8.2% | -28.6% | -22.8% |
| 30D | -47.0% | +2.3% | -49.3% | -47.6% |
| 3M | -43.3% | -12.7% | -30.6% | -40.7% |
| 6M | -42.9% | +12.7% | -55.6% | -45.3% |
| YTD | +12.9% | +0.8% | +12.0% | +12.1% |
| 1Y | +18.2% | +17.8% | +0.4% | +11.7% |
| 3Y | +151.8% | +206.7% | -54.9% | +72.2% |
| 5Y | +54.2% | +113.9% | -59.7% | +12.9% |
| All | +886.2% | +94.5% | +791.7% | +597.2% |
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