+107.5%
UAL vs ED
+101.3%
+6.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +2.7% |
| 7D | +0.7% | -0.2% | +0.9% | +0.7% |
| 30D | -16.1% | -0.1% | -16.0% | -16.1% |
| 3M | +6.1% | +3.9% | +2.2% | +5.4% |
| 6M | +10.8% | -3.0% | +13.9% | +11.1% |
| YTD | -0.4% | +10.7% | -11.1% | -2.7% |
| 1Y | +5.0% | +13.3% | -8.3% | +2.0% |
| 3Y | +124.0% | +34.5% | +89.5% | +103.7% |
| 5Y | +141.0% | +67.1% | +73.8% | +106.2% |
| All | +107.5% | +101.3% | +6.2% | +79.3% |
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