+96.5%
UAL vs ED
+141.1%
-44.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | +2.3% | -0.9% | +3.2% | +2.4% |
| 30D | +13.3% | +11.2% | +2.2% | +11.6% |
| 3M | -6.3% | +11.8% | -18.1% | -7.8% |
| 6M | +22.5% | +14.1% | +8.4% | +19.9% |
| YTD | +5.9% | +23.0% | -17.1% | +1.8% |
| 1Y | +24.7% | +23.7% | +1.0% | +19.7% |
| 3Y | +211.6% | +47.7% | +163.8% | +180.0% |
| 5Y | +130.6% | +82.6% | +47.9% | +95.1% |
| 10Y | +96.5% | +141.8% | -45.3% | +71.4% |
| All | +96.5% | +141.1% | -44.6% | +71.4% |
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