+134.8%
EWY vs UAL
+197.6%
-62.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.0% | +2.0% | +3.5% |
| 7D | -10.4% | +8.2% | -18.5% | -12.4% |
| 30D | -25.4% | +2.3% | -27.7% | -25.9% |
| 3M | -16.5% | -12.7% | -3.8% | -13.5% |
| 6M | -24.7% | +12.7% | -37.4% | -27.0% |
| YTD | +40.9% | +0.8% | +40.1% | +38.5% |
| 1Y | +49.8% | +17.8% | +32.0% | +42.7% |
| 3Y | +134.8% | +206.7% | -71.9% | +78.6% |
| All | +134.8% | +197.6% | -62.8% | +78.6% |
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