+139.2%
UAL vs ED
+67.1%
+72.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +2.5% |
| 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% | +6.1% |
| 6M | +10.8% | -3.0% | +13.9% | +10.8% |
| YTD | -0.4% | +10.7% | -11.1% | -1.1% |
| 1Y | +5.0% | +13.3% | -8.3% | +4.0% |
| 3Y | +124.0% | +34.5% | +89.5% | +104.4% |
| All | +139.2% | +67.1% | +72.1% | +109.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling