+100.0%
UAL vs ET
+179.3%
-79.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -2.0% | +1.4% | -3.3% | -2.7% |
| 30D | -15.7% | +4.6% | -20.3% | -17.7% |
| 3M | +3.6% | +16.0% | -12.4% | -4.5% |
| 6M | +16.9% | +22.8% | -5.9% | +3.8% |
| YTD | -4.8% | +38.9% | -43.6% | -20.9% |
| 1Y | -0.9% | +34.1% | -35.0% | -16.4% |
| 3Y | +124.5% | +98.8% | +25.7% | +55.6% |
| 5Y | +140.2% | +246.8% | -106.7% | +24.8% |
| All | +100.0% | +179.3% | -79.3% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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