+210.6%
UAL vs ESI
+84.3%
+126.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.0% | -5.8% | -4.1% |
| 7D | +2.3% | +1.8% | +0.4% | +1.0% |
| 30D | +13.3% | -6.6% | +19.9% | +16.8% |
| 3M | -6.3% | -9.4% | +3.1% | -2.3% |
| 6M | +22.5% | -24.1% | +46.6% | +40.0% |
| YTD | +5.9% | +37.1% | -31.3% | -21.6% |
| 1Y | +24.7% | +24.5% | +0.1% | -1.4% |
| All | +210.6% | +84.3% | +126.3% | +86.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling