+995.4%
TER vs UAL
+80.6%
+914.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.7% | -3.6% | -4.8% |
| 7D | +14.4% | -3.0% | +17.4% | +15.7% |
| 30D | -30.6% | +10.5% | -41.0% | -33.1% |
| 3M | -39.2% | -13.5% | -25.7% | -36.2% |
| 6M | -31.3% | +14.2% | -45.5% | -34.4% |
| YTD | +29.1% | -2.2% | +31.3% | +29.7% |
| 1Y | +47.4% | +12.5% | +34.9% | +41.6% |
| 3Y | +191.2% | +186.8% | +4.4% | +103.5% |
| 5Y | +74.0% | +119.4% | -45.4% | +27.1% |
| All | +995.4% | +80.6% | +914.9% | +709.6% |
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