+251.3%
UAL vs ET
+1,452.5%
-1,201.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.4% |
| 7D | +0.7% | +0.9% | -0.2% | +0.4% |
| 30D | -16.1% | +7.5% | -23.6% | -18.4% |
| 3M | +6.1% | +11.4% | -5.3% | +1.5% |
| 6M | +10.8% | +18.5% | -7.7% | +3.1% |
| YTD | -0.4% | +37.4% | -37.8% | -12.6% |
| 1Y | +5.0% | +30.9% | -25.9% | -6.3% |
| 3Y | +124.0% | +98.7% | +25.3% | +72.1% |
| 5Y | +141.0% | +230.7% | -89.7% | +53.2% |
| 10Y | +118.0% | +175.6% | -57.6% | +37.0% |
| All | +251.3% | +1,452.5% | -1,201.2% | -43.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling