+101.1%
UAL vs ETR
+369.0%
-267.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | +12.5% | +2.6% | +9.9% | +11.2% |
| 30D | +12.2% | +8.7% | +3.5% | +7.8% |
| 3M | -2.6% | +6.4% | -9.0% | -5.5% |
| 6M | +21.1% | +0.7% | +20.4% | +20.4% |
| YTD | +7.8% | +23.0% | -15.2% | -4.0% |
| 1Y | +25.4% | +17.9% | +7.5% | +14.1% |
| 3Y | +217.3% | +154.9% | +62.4% | +90.3% |
| 5Y | +132.9% | +157.3% | -24.4% | +35.0% |
| 10Y | +101.1% | +373.4% | -272.2% | +17.8% |
| All | +101.1% | +369.0% | -267.9% | +17.8% |
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