+92.6%
UAL vs EXEL
+461.0%
-368.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.8% | +1.8% |
| 7D | +8.2% | +0.3% | +7.9% | +8.1% |
| 30D | +2.3% | +19.0% | -16.7% | -1.7% |
| 3M | -12.7% | +33.3% | -46.0% | -18.4% |
| 6M | +12.7% | +42.9% | -30.2% | +3.6% |
| YTD | +0.8% | +58.7% | -57.9% | -9.6% |
| 1Y | +17.8% | +70.5% | -52.7% | +3.9% |
| 3Y | +206.7% | +233.8% | -27.1% | +129.3% |
| 5Y | +113.9% | +259.3% | -145.5% | +55.9% |
| All | +92.6% | +461.0% | -368.4% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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