+76.8%
UAL vs ES
+96.6%
-19.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.9% | -6.9% | -6.2% |
| 7D | +0.7% | -1.1% | +1.8% | +0.9% |
| 30D | +7.8% | +8.2% | -0.4% | +5.4% |
| 3M | -11.1% | +0.6% | -11.7% | -11.4% |
| 6M | +16.1% | +6.0% | +10.1% | +14.0% |
| YTD | -0.5% | +9.3% | -9.8% | -3.5% |
| 1Y | +11.3% | +1.1% | +10.2% | +9.9% |
| 3Y | +192.8% | +51.9% | +140.9% | +153.2% |
| 5Y | +123.3% | +6.5% | +116.8% | +111.9% |
| All | +76.8% | +96.6% | -19.9% | +65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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