+255.6%
UAL vs ED
+509.9%
-254.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.4% | +4.4% | +3.1% |
| 7D | +8.2% | +1.6% | +6.5% | +7.4% |
| 30D | +2.3% | +13.3% | -11.0% | -3.6% |
| 3M | -12.7% | +9.7% | -22.4% | -16.6% |
| 6M | +12.7% | +12.8% | -0.1% | +5.8% |
| YTD | +0.8% | +22.3% | -21.5% | -9.9% |
| 1Y | +17.8% | +26.3% | -8.5% | +3.3% |
| 3Y | +206.7% | +45.0% | +161.7% | +139.1% |
| 5Y | +113.9% | +80.2% | +33.7% | +43.0% |
| 10Y | +97.0% | +129.9% | -32.9% | -3.2% |
| All | +255.6% | +509.9% | -254.3% | -51.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling