+123.3%
UAL vs ESI
+40.6%
+82.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.1% | -3.9% | -4.6% |
| 7D | +0.7% | +8.3% | -7.6% | -4.5% |
| 30D | +7.8% | -10.4% | +18.2% | +14.8% |
| 3M | -11.1% | -13.2% | +2.1% | -4.0% |
| 6M | +16.1% | -23.9% | +40.0% | +34.3% |
| YTD | -0.5% | +34.2% | -34.7% | -27.1% |
| 1Y | +11.3% | +22.2% | -10.9% | -12.7% |
| 3Y | +192.8% | +79.2% | +113.6% | +61.1% |
| 5Y | +123.3% | +38.1% | +85.1% | +69.8% |
| All | +123.3% | +40.6% | +82.6% | +69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling