+237.8%
EWY vs UAL
+97.8%
+140.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.8% | +8.0% | +6.6% |
| 7D | -2.8% | +2.3% | -5.1% | -3.2% |
| 30D | -13.1% | +13.3% | -26.4% | -15.7% |
| 3M | -11.6% | -6.3% | -5.3% | -10.4% |
| 6M | -23.4% | +22.5% | -45.9% | -26.8% |
| YTD | +52.0% | +5.9% | +46.2% | +49.1% |
| 1Y | +58.6% | +24.7% | +33.9% | +50.1% |
| 3Y | +163.3% | +211.6% | -48.3% | +97.7% |
| 5Y | +108.7% | +130.6% | -21.9% | +60.6% |
| 10Y | +237.8% | +96.5% | +141.3% | +153.2% |
| All | +237.8% | +97.8% | +140.0% | +153.2% |
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 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