+308.8%
EWY vs UAL
+98.4%
+210.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.7% |
| 7D | +6.7% | -1.1% | +7.8% | +6.9% |
| 30D | +17.0% | -13.4% | +30.4% | +20.8% |
| 3M | +3.7% | -2.3% | +5.9% | +4.3% |
| 6M | +42.5% | +13.3% | +29.2% | +38.7% |
| YTD | +96.2% | -4.2% | +100.4% | +97.0% |
| 1Y | +160.4% | +1.4% | +159.0% | +157.2% |
| 3Y | +231.7% | +125.8% | +105.9% | +166.2% |
| 5Y | +153.3% | +130.0% | +23.3% | +95.0% |
| 10Y | +308.8% | +104.2% | +204.6% | +185.2% |
| All | +308.8% | +98.4% | +210.4% | +185.2% |
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