+132.3%
EEM vs UAL
+98.4%
+33.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.3% |
| 7D | +2.0% | -1.1% | +3.1% | +2.2% |
| 30D | +5.1% | -13.4% | +18.5% | +7.7% |
| 3M | +4.6% | -2.3% | +6.9% | +4.7% |
| 6M | +17.8% | +13.3% | +4.4% | +14.4% |
| YTD | +25.8% | -4.2% | +30.0% | +25.4% |
| 1Y | +36.4% | +1.4% | +35.0% | +34.1% |
| 3Y | +90.0% | +125.8% | -35.8% | +55.6% |
| 5Y | +46.6% | +130.0% | -83.4% | +15.6% |
| 10Y | +132.3% | +104.2% | +28.0% | +67.9% |
| All | +132.3% | +98.4% | +33.8% | +67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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