+96.5%
UAL vs Z
-14.8%
+111.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.3% |
| 7D | +2.3% | -13.1% | +15.3% | +6.5% |
| 30D | +13.3% | +5.9% | +7.5% | +11.0% |
| 3M | -6.3% | -13.7% | +7.4% | -3.1% |
| 6M | +22.5% | -27.1% | +49.6% | +32.5% |
| YTD | +5.9% | -56.8% | +62.7% | +32.4% |
| 1Y | +24.7% | -60.2% | +84.9% | +59.4% |
| 3Y | +211.6% | -19.7% | +231.3% | +213.7% |
| 5Y | +130.6% | -53.7% | +184.3% | +156.7% |
| 10Y | +96.5% | -16.9% | +113.3% | +43.8% |
| All | +96.5% | -14.8% | +111.2% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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