+68.9%
EFA vs UAL
+131.3%
-62.4%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -0.2% |
| 7D | +0.6% | +0.7% | -0.1% | +0.5% |
| 30D | +0.9% | -16.1% | +17.0% | +3.5% |
| 3M | +4.9% | +6.1% | -1.3% | +3.6% |
| 6M | +8.6% | +10.8% | -2.3% | +6.0% |
| YTD | +14.6% | -0.4% | +15.0% | +13.2% |
| 1Y | +22.6% | +5.0% | +17.6% | +19.8% |
| All | +68.9% | +131.3% | -62.4% | +41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling