+448.1%
EWY vs UAL
+242.1%
+206.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.5% | +2.1% | +4.2% |
| 7D | +4.8% | +0.7% | +4.1% | +4.7% |
| 30D | +11.7% | -16.1% | +27.8% | +15.1% |
| 3M | -7.4% | +6.1% | -13.5% | -8.3% |
| 6M | +40.6% | +10.8% | +29.7% | +38.2% |
| YTD | +94.3% | -0.4% | +94.7% | +93.9% |
| 1Y | +164.3% | +5.0% | +159.3% | +160.5% |
| 3Y | +221.0% | +124.0% | +97.0% | +169.4% |
| 5Y | +139.1% | +141.0% | -1.9% | +92.9% |
| 10Y | +298.8% | +118.0% | +180.8% | +198.5% |
| All | +448.1% | +242.1% | +206.0% | +187.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling