+100.2%
UAL vs ESI
+323.5%
-223.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.1% | +1.6% | +3.5% |
| 7D | +10.2% | -3.5% | +13.7% | +12.2% |
| 30D | +12.0% | -9.3% | +21.3% | +18.0% |
| 3M | -7.1% | -12.8% | +5.7% | -0.3% |
| 6M | +20.9% | -24.6% | +45.5% | +39.6% |
| YTD | +7.7% | +32.7% | -25.1% | -16.3% |
| 1Y | +23.6% | +20.3% | +3.3% | +2.2% |
| 3Y | +222.6% | +80.2% | +142.4% | +100.2% |
| 5Y | +127.9% | +40.0% | +88.0% | +66.1% |
| 10Y | +100.2% | +310.8% | -210.6% | -22.2% |
| All | +100.2% | +323.5% | -223.3% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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