+251.3%
UAL vs EAT
+1,138.4%
-887.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.2% |
| 7D | +0.7% | 0.0% | +0.7% | +0.6% |
| 30D | -16.1% | +1.9% | -18.0% | -17.7% |
| 3M | +6.1% | +68.7% | -62.5% | -20.3% |
| 6M | +10.8% | +66.9% | -56.1% | -18.1% |
| YTD | -0.4% | +60.4% | -60.8% | -25.1% |
| 1Y | +5.0% | +44.0% | -39.0% | -17.9% |
| 3Y | +124.0% | +604.7% | -480.7% | -29.5% |
| 5Y | +141.0% | +347.0% | -206.1% | -10.4% |
| 10Y | +118.0% | +390.8% | -272.8% | -40.8% |
| All | +251.3% | +1,138.4% | -887.1% | -55.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling