+216.5%
EWY vs UAL
+99.5%
+117.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | -10.2% | +12.5% | -22.7% | -12.6% |
| 30D | -21.5% | +12.2% | -33.7% | -23.6% |
| 3M | -14.7% | -2.6% | -12.1% | -14.3% |
| 6M | -26.8% | +21.1% | -47.9% | -29.9% |
| YTD | +43.2% | +7.8% | +35.3% | +39.8% |
| 1Y | +48.7% | +25.4% | +23.3% | +40.6% |
| 3Y | +147.9% | +217.3% | -69.4% | +85.4% |
| 5Y | +98.8% | +132.9% | -34.0% | +52.7% |
| 10Y | +216.5% | +101.1% | +115.4% | +136.0% |
| All | +216.5% | +99.5% | +117.0% | +136.0% |
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