+96.5%
UAL vs ES
+92.3%
+4.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -2.2% |
| 7D | +2.3% | +0.1% | +2.1% | +2.1% |
| 30D | +13.3% | +6.7% | +6.6% | +11.3% |
| 3M | -6.3% | +0.3% | -6.6% | -6.5% |
| 6M | +22.5% | +7.4% | +15.1% | +19.9% |
| YTD | +5.9% | +8.4% | -2.5% | +2.9% |
| 1Y | +24.7% | +0.6% | +24.0% | +23.3% |
| 3Y | +211.6% | +50.6% | +161.0% | +170.1% |
| 5Y | +130.6% | +4.8% | +125.7% | +119.8% |
| 10Y | +96.5% | +93.1% | +3.4% | +86.8% |
| All | +96.5% | +92.3% | +4.1% | +86.8% |
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