+279.7%
UAL vs ETR
+622.5%
-342.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.1% | +5.7% | +6.2% |
| 7D | +10.2% | +1.7% | +8.5% | +9.4% |
| 30D | +12.0% | +8.7% | +3.3% | +7.4% |
| 3M | -7.1% | +4.9% | -12.0% | -9.3% |
| 6M | +20.9% | +0.8% | +20.1% | +20.1% |
| YTD | +7.7% | +23.1% | -15.5% | -4.5% |
| 1Y | +23.6% | +17.9% | +5.7% | +12.1% |
| 3Y | +222.6% | +154.5% | +68.0% | +90.9% |
| 5Y | +127.9% | +160.3% | -32.3% | +29.9% |
| 10Y | +100.2% | +366.9% | -266.7% | -16.6% |
| All | +279.7% | +622.5% | -342.8% | +15.3% |
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