+73.7%
UAL vs ENTG
+757.2%
-683.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.8% | +2.0% | -0.2% |
| 7D | -3.0% | +15.2% | -18.2% | -8.9% |
| 30D | +10.5% | -3.6% | +14.1% | +9.9% |
| 3M | -13.5% | -10.0% | -3.5% | -12.2% |
| 6M | +14.2% | +1.8% | +12.4% | +5.3% |
| YTD | -2.2% | +75.5% | -77.7% | -30.7% |
| 1Y | +12.5% | +82.4% | -69.9% | -22.0% |
| 3Y | +186.8% | +58.5% | +128.3% | +97.1% |
| 5Y | +119.4% | +0.4% | +119.0% | +73.2% |
| All | +73.7% | +757.2% | -683.5% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 ENTG 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