+175.0%
UAL vs EXE
+155.8%
+19.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.6% | +5.2% | +6.4% |
| 7D | +10.2% | -3.9% | +14.1% | +11.1% |
| 30D | +12.0% | -2.6% | +14.6% | +12.5% |
| 3M | -7.1% | -6.9% | -0.2% | -6.0% |
| 6M | +20.9% | -9.3% | +30.2% | +22.5% |
| YTD | +7.7% | -20.7% | +28.4% | +12.1% |
| 1Y | +23.6% | -21.8% | +45.4% | +28.8% |
| 3Y | +222.6% | +16.2% | +206.4% | +196.8% |
| 5Y | +127.9% | +61.1% | +66.8% | +81.2% |
| All | +175.0% | +155.8% | +19.2% | +62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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