+99.1%
UAL vs ETR
+295.2%
-196.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.2% | -4.0% | -3.4% |
| 7D | +3.5% | +1.4% | +2.0% | +2.7% |
| 30D | -16.5% | +1.9% | -18.3% | -17.3% |
| 3M | +2.8% | +1.0% | +1.8% | +2.0% |
| 6M | +17.6% | +4.8% | +12.7% | +13.9% |
| YTD | -3.2% | +19.5% | -22.7% | -12.6% |
| 1Y | +0.4% | +28.1% | -27.7% | -12.4% |
| 3Y | +128.2% | +151.1% | -23.0% | +37.9% |
| 5Y | +137.7% | +125.2% | +12.6% | +48.9% |
| 10Y | +99.1% | +291.1% | -192.0% | +20.1% |
| All | +99.1% | +295.2% | -196.1% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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