+55.0%
EWZ vs UAL
+142.0%
-87.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -1.1% |
| 7D | +6.5% | +0.7% | +5.8% | +6.3% |
| 30D | +4.8% | -16.1% | +21.0% | +7.8% |
| 3M | +9.9% | +6.1% | +3.8% | +8.4% |
| 6M | +1.9% | +10.8% | -8.9% | -0.7% |
| YTD | +20.3% | -0.4% | +20.7% | +18.7% |
| 1Y | +35.6% | +5.0% | +30.6% | +32.2% |
| 3Y | +43.4% | +124.0% | -80.6% | +18.6% |
| All | +55.0% | +142.0% | -87.0% | +21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling