+92.6%
UAL vs EXPD
+304.0%
-211.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.3% | +4.3% | +3.3% |
| 7D | +8.2% | -7.2% | +15.3% | +12.6% |
| 30D | +2.3% | -3.3% | +5.6% | +4.0% |
| 3M | -12.7% | +3.4% | -16.1% | -14.8% |
| 6M | +12.7% | +22.7% | -10.0% | -1.1% |
| YTD | +0.8% | +24.5% | -23.7% | -13.7% |
| 1Y | +17.8% | +38.6% | -20.9% | -5.8% |
| 3Y | +206.7% | +71.5% | +135.2% | +108.3% |
| 5Y | +113.9% | +56.2% | +57.6% | +50.1% |
| All | +92.6% | +304.0% | -211.4% | -23.0% |
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