+66.5%
EWZ vs UAL
+80.6%
-14.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +1.8% |
| 7D | +0.8% | -3.0% | +3.8% | +1.4% |
| 30D | -24.4% | +10.5% | -34.8% | -26.6% |
| 3M | -4.6% | -13.5% | +8.9% | -1.9% |
| 6M | -11.6% | +14.2% | -25.8% | -15.9% |
| YTD | +2.4% | -2.2% | +4.6% | +0.2% |
| 1Y | +2.1% | +12.5% | -10.4% | -3.8% |
| 3Y | +18.7% | +186.8% | -168.1% | -18.9% |
| 5Y | +54.2% | +119.4% | -65.2% | +7.2% |
| All | +66.5% | +80.6% | -14.1% | +7.0% |
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