+76.8%
UAL vs ENB
+108.4%
-31.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.4% | -6.4% | -6.3% |
| 7D | +0.7% | 0.0% | +0.7% | +0.6% |
| 30D | +7.8% | +1.4% | +6.4% | +6.4% |
| 3M | -11.1% | -5.2% | -5.9% | -8.1% |
| 6M | +16.1% | -9.9% | +26.0% | +23.4% |
| YTD | -0.5% | +4.7% | -5.2% | -7.8% |
| 1Y | +11.3% | +2.8% | +8.5% | +4.3% |
| 3Y | +192.8% | +71.3% | +121.5% | +74.9% |
| 5Y | +123.3% | +58.6% | +64.7% | +40.2% |
| All | +76.8% | +108.4% | -31.7% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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