+181.5%
TER vs UAL
+223.7%
-42.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.4% | -0.3% |
| 7D | -8.9% | +12.5% | -21.3% | -13.9% |
| 30D | -39.1% | +12.2% | -51.2% | -42.5% |
| 3M | -32.8% | -2.6% | -30.2% | -32.1% |
| 6M | -31.7% | +21.1% | -52.8% | -38.0% |
| YTD | +26.9% | +7.8% | +19.1% | +20.6% |
| 1Y | +33.6% | +25.4% | +8.2% | +19.0% |
| 3Y | +181.5% | +217.3% | -35.8% | +65.3% |
| All | +181.5% | +223.7% | -42.1% | +65.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling