+215.1%
EEM vs UAL
+242.1%
-27.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.7% | +1.4% |
| 7D | +2.3% | +0.7% | +1.6% | +2.2% |
| 30D | +4.5% | -16.1% | +20.6% | +7.5% |
| 3M | -0.1% | +6.1% | -6.2% | -1.3% |
| 6M | +16.9% | +10.8% | +6.1% | +14.3% |
| YTD | +26.2% | -0.4% | +26.6% | +25.1% |
| 1Y | +40.5% | +5.0% | +35.5% | +37.5% |
| 3Y | +86.2% | +124.0% | -37.8% | +55.0% |
| 5Y | +45.5% | +141.0% | -95.5% | +16.1% |
| 10Y | +128.6% | +118.0% | +10.6% | +68.5% |
| All | +215.1% | +242.1% | -27.0% | +58.3% |
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