+251.3%
UAL vs ETR
+593.3%
-342.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.7% |
| 7D | +0.7% | +1.4% | -0.7% | -0.1% |
| 30D | -16.1% | +1.0% | -17.1% | -16.6% |
| 3M | +6.1% | -1.3% | +7.4% | +6.6% |
| 6M | +10.8% | +1.9% | +9.0% | +8.9% |
| YTD | -0.4% | +18.2% | -18.6% | -9.8% |
| 1Y | +5.0% | +24.7% | -19.7% | -7.6% |
| 3Y | +124.0% | +150.7% | -26.7% | +33.1% |
| 5Y | +141.0% | +127.0% | +14.0% | +47.3% |
| 10Y | +118.0% | +295.5% | -177.5% | -1.0% |
| All | +251.3% | +593.3% | -342.0% | +8.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling