+248.5%
UAL vs ED
+524.7%
-276.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.9% | -5.5% | -5.0% |
| 7D | +5.0% | +5.2% | -0.1% | +2.7% |
| 30D | -1.2% | +15.5% | -16.8% | -7.7% |
| 3M | -16.8% | +13.0% | -29.8% | -21.5% |
| 6M | +18.0% | +13.1% | +4.8% | +10.6% |
| YTD | -1.2% | +25.3% | -26.5% | -12.6% |
| 1Y | +14.3% | +30.5% | -16.2% | -1.2% |
| 3Y | +194.6% | +49.3% | +145.2% | +126.5% |
| 5Y | +109.6% | +84.6% | +25.1% | +38.7% |
| 10Y | +93.1% | +135.4% | -42.4% | -6.2% |
| All | +248.5% | +524.7% | -276.2% | -52.7% |
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