+217.3%
UAL vs EXPD
+71.7%
+145.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.4% | +0.2% |
| 7D | +12.5% | -7.4% | +19.9% | +15.9% |
| 30D | +12.2% | -2.1% | +14.3% | +13.0% |
| 3M | -2.6% | +5.7% | -8.3% | -5.1% |
| 6M | +21.1% | +21.4% | -0.3% | +10.6% |
| YTD | +7.8% | +27.6% | -19.8% | -4.7% |
| 1Y | +25.4% | +36.1% | -10.7% | +7.2% |
| 3Y | +217.3% | +69.9% | +147.5% | +131.2% |
| All | +217.3% | +71.7% | +145.6% | +131.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling