+92.6%
UAL vs ESI
+312.6%
-220.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.1% | +0.8% |
| 7D | +8.2% | -8.5% | +16.7% | +13.8% |
| 30D | +2.3% | -15.7% | +18.0% | +12.8% |
| 3M | -12.7% | -18.2% | +5.6% | -2.5% |
| 6M | +12.7% | -28.8% | +41.5% | +34.7% |
| YTD | +0.8% | +26.3% | -25.4% | -19.1% |
| 1Y | +17.8% | +18.2% | -0.4% | -1.7% |
| 3Y | +206.7% | +68.1% | +138.6% | +98.8% |
| 5Y | +113.9% | +28.8% | +85.1% | +63.7% |
| All | +92.6% | +312.6% | -220.0% | -23.8% |
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