+144.1%
EFA vs UAL
+99.5%
+44.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +1.2% | +12.5% | -11.2% | -0.9% |
| 30D | +0.9% | +12.2% | -11.3% | -1.3% |
| 3M | -3.4% | -2.6% | -0.8% | -3.2% |
| 6M | +2.0% | +21.1% | -19.1% | -2.2% |
| YTD | +10.4% | +7.8% | +2.6% | +7.3% |
| 1Y | +13.3% | +25.4% | -12.1% | +7.0% |
| 3Y | +65.9% | +217.3% | -151.4% | +26.7% |
| 5Y | +51.5% | +132.9% | -81.4% | +18.5% |
| 10Y | +144.1% | +101.1% | +43.0% | +84.3% |
| All | +144.1% | +99.5% | +44.6% | +84.3% |
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 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