+177.8%
EEM vs UAL
+270.3%
-92.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -0.9% | +12.5% | -13.3% | -2.8% |
| 30D | -9.3% | +12.2% | -21.5% | -11.2% |
| 3M | -7.1% | -2.6% | -4.5% | -6.9% |
| 6M | -10.4% | +21.1% | -31.5% | -13.7% |
| YTD | +11.3% | +7.8% | +3.5% | +8.7% |
| 1Y | +11.3% | +25.4% | -14.1% | +5.8% |
| 3Y | +69.6% | +217.3% | -147.7% | +33.3% |
| 5Y | +33.6% | +132.9% | -99.2% | +7.4% |
| 10Y | +114.1% | +101.1% | +13.0% | +59.6% |
| All | +177.8% | +270.3% | -92.4% | +37.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling