+100.2%
UAL vs EXPD
+334.2%
-234.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.7% | +4.1% | +5.2% |
| 7D | +10.2% | -5.5% | +15.7% | +13.6% |
| 30D | +12.0% | -1.9% | +13.9% | +13.1% |
| 3M | -7.1% | +6.1% | -13.2% | -10.6% |
| 6M | +20.9% | +21.6% | -0.7% | +6.7% |
| YTD | +7.7% | +27.9% | -20.2% | -9.2% |
| 1Y | +23.6% | +39.4% | -15.8% | -1.4% |
| 3Y | +222.6% | +72.7% | +149.9% | +118.3% |
| 5Y | +127.9% | +60.3% | +67.6% | +57.5% |
| 10Y | +100.2% | +332.6% | -232.4% | -23.9% |
| All | +100.2% | +334.2% | -234.0% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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