+101.1%
UAL vs ES
+87.3%
+13.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | +12.5% | +0.9% | +11.6% | +12.1% |
| 30D | +12.2% | +5.9% | +6.3% | +10.4% |
| 3M | -2.6% | -1.0% | -1.6% | -2.5% |
| 6M | +21.1% | +7.2% | +13.9% | +18.5% |
| YTD | +7.8% | +7.0% | +0.8% | +5.2% |
| 1Y | +25.4% | +0.5% | +24.9% | +24.0% |
| 3Y | +217.3% | +48.7% | +168.7% | +176.1% |
| 5Y | +132.9% | +1.9% | +130.9% | +123.7% |
| 10Y | +101.1% | +89.2% | +12.0% | +91.9% |
| All | +101.1% | +87.3% | +13.8% | +91.9% |
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