+154.1%
UAL vs EXE
+161.3%
-7.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.9% | -5.1% | -5.8% |
| 7D | +0.7% | +2.9% | -2.2% | +0.1% |
| 30D | +7.8% | -4.9% | +12.7% | +8.9% |
| 3M | -11.1% | -8.3% | -2.8% | -9.6% |
| 6M | +16.1% | -7.8% | +23.9% | +17.2% |
| YTD | -0.5% | -19.0% | +18.5% | +3.1% |
| 1Y | +11.3% | -24.8% | +36.1% | +17.7% |
| 3Y | +192.8% | +20.8% | +172.0% | +166.9% |
| 5Y | +123.3% | +76.2% | +47.1% | +72.0% |
| All | +154.1% | +161.3% | -7.2% | +49.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling