+144.4%
EFA vs UAL
+98.4%
+46.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.9% |
| 7D | -0.5% | -1.1% | +0.7% | -0.3% |
| 30D | -1.3% | -13.4% | +12.1% | +1.1% |
| 3M | +5.2% | -2.3% | +7.5% | +5.2% |
| 6M | +9.4% | +13.3% | -4.0% | +6.0% |
| YTD | +12.7% | -4.2% | +16.9% | +12.1% |
| 1Y | +19.3% | +1.4% | +17.9% | +16.9% |
| 3Y | +66.3% | +125.8% | -59.5% | +35.2% |
| 5Y | +53.4% | +130.0% | -76.6% | +20.2% |
| 10Y | +144.4% | +104.2% | +40.2% | +79.1% |
| All | +144.4% | +98.4% | +46.0% | +79.1% |
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