+76.1%
TER vs UAL
+132.2%
-56.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.4% | -0.3% |
| 7D | -8.9% | +12.5% | -21.3% | -13.7% |
| 30D | -39.1% | +12.2% | -51.2% | -42.4% |
| 3M | -32.8% | -2.6% | -30.2% | -32.1% |
| 6M | -31.7% | +21.1% | -52.8% | -37.8% |
| YTD | +26.9% | +7.8% | +19.1% | +21.3% |
| 1Y | +33.6% | +25.4% | +8.2% | +19.6% |
| 3Y | +181.5% | +217.3% | -35.8% | +60.8% |
| 5Y | +76.1% | +132.9% | -56.7% | +3.2% |
| All | +76.1% | +132.2% | -56.0% | +3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling