+100.2%
UAL vs ED
+132.0%
-31.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.1% | +6.9% | +6.8% |
| 7D | +10.2% | -0.1% | +10.3% | +10.2% |
| 30D | +12.0% | +11.6% | +0.4% | +10.2% |
| 3M | -7.1% | +10.5% | -17.6% | -8.5% |
| 6M | +20.9% | +13.2% | +7.7% | +18.4% |
| YTD | +7.7% | +22.1% | -14.5% | +3.7% |
| 1Y | +23.6% | +24.2% | -0.6% | +18.5% |
| 3Y | +222.6% | +46.9% | +175.6% | +190.1% |
| 5Y | +127.9% | +80.8% | +47.1% | +93.2% |
| 10Y | +100.2% | +134.3% | -34.1% | +74.5% |
| All | +100.2% | +132.0% | -31.8% | +74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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