+255.6%
UAL vs ETR
+614.5%
-358.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.9% |
| 7D | +8.2% | +0.4% | +7.8% | +8.0% |
| 30D | +2.3% | +7.5% | -5.2% | -1.3% |
| 3M | -12.7% | +4.4% | -17.1% | -14.6% |
| 6M | +12.7% | -1.5% | +14.2% | +13.3% |
| YTD | +0.8% | +21.8% | -20.9% | -10.1% |
| 1Y | +17.8% | +18.4% | -0.6% | +6.5% |
| 3Y | +206.7% | +148.5% | +58.2% | +83.8% |
| 5Y | +113.9% | +152.6% | -38.7% | +23.8% |
| 10Y | +97.0% | +354.5% | -257.5% | -16.9% |
| All | +255.6% | +614.5% | -358.9% | +8.6% |
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