+230.2%
EWY vs UAL
+127.4%
+102.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +1.3% |
| 7D | +8.0% | +3.4% | +4.6% | +7.0% |
| 30D | +14.3% | -16.5% | +30.8% | +19.9% |
| 3M | +2.3% | +2.8% | -0.5% | +1.8% |
| 6M | +49.9% | +17.6% | +32.3% | +44.2% |
| YTD | +95.3% | -3.2% | +98.5% | +94.3% |
| 1Y | +161.7% | +0.4% | +161.3% | +157.3% |
| 3Y | +230.2% | +128.2% | +102.0% | +162.3% |
| All | +230.2% | +127.4% | +102.8% | +162.3% |
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