+54.8%
EFA vs UAL
+131.8%
-77.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | 0.0% |
| 7D | +1.2% | +3.5% | -2.3% | +0.6% |
| 30D | -0.7% | -16.5% | +15.7% | +2.4% |
| 3M | +6.4% | +2.8% | +3.6% | +5.5% |
| 6M | +11.4% | +17.6% | -6.2% | +7.3% |
| YTD | +14.0% | -3.2% | +17.2% | +13.0% |
| 1Y | +20.2% | +0.4% | +19.8% | +18.0% |
| 3Y | +68.2% | +128.2% | -60.0% | +35.0% |
| 5Y | +54.8% | +137.7% | -82.9% | +17.2% |
| All | +54.8% | +131.8% | -77.0% | +17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling