+206.7%
UAL vs EAT
+486.0%
-279.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.9% | +4.9% | +3.1% |
| 7D | +8.2% | -2.6% | +10.8% | +9.3% |
| 30D | +2.3% | +11.5% | -9.1% | -2.4% |
| 3M | -12.7% | -9.1% | -3.6% | -10.7% |
| 6M | +12.7% | +40.4% | -27.7% | -4.6% |
| YTD | +0.8% | +43.9% | -43.1% | -16.4% |
| 1Y | +17.8% | +101.9% | -84.2% | -16.5% |
| 3Y | +206.7% | +489.9% | -283.2% | +45.3% |
| All | +206.7% | +486.0% | -279.3% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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