+257.2%
UAL vs ESI
+224.6%
+32.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.9% | -0.4% | +1.1% |
| 7D | +0.7% | +3.3% | -2.6% | -0.8% |
| 30D | -16.1% | -5.9% | -10.2% | -13.8% |
| 3M | +6.1% | -14.1% | +20.2% | +12.6% |
| 6M | +10.8% | +6.6% | +4.3% | +5.7% |
| YTD | -0.4% | +45.0% | -45.4% | -17.9% |
| 1Y | +5.0% | +41.5% | -36.4% | -12.7% |
| 3Y | +124.0% | +78.8% | +45.3% | +67.9% |
| 5Y | +141.0% | +70.9% | +70.1% | +84.7% |
| 10Y | +118.0% | +317.1% | -199.1% | +22.6% |
| All | +257.2% | +224.6% | +32.6% | +123.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling