+114.1%
EEM vs UAL
+99.5%
+14.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -0.9% | +12.5% | -13.3% | -3.0% |
| 30D | -9.3% | +12.2% | -21.5% | -11.3% |
| 3M | -7.1% | -2.6% | -4.5% | -6.9% |
| 6M | -10.4% | +21.1% | -31.5% | -13.9% |
| YTD | +11.3% | +7.8% | +3.5% | +8.4% |
| 1Y | +11.3% | +25.4% | -14.1% | +5.4% |
| 3Y | +69.6% | +217.3% | -147.7% | +30.8% |
| 5Y | +33.6% | +132.9% | -99.2% | +5.3% |
| 10Y | +114.1% | +101.1% | +13.0% | +64.6% |
| All | +114.1% | +99.5% | +14.6% | +64.6% |
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