+79.7%
EWZ vs UAL
+239.3%
-159.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.6% | +3.0% | -0.7% |
| 7D | -4.2% | +5.0% | -9.2% | -5.1% |
| 30D | -26.1% | -1.2% | -24.9% | -26.2% |
| 3M | -12.0% | -16.8% | +4.7% | -9.6% |
| 6M | -19.3% | +18.0% | -37.2% | -22.5% |
| YTD | +0.9% | -1.2% | +2.1% | -0.7% |
| 1Y | +3.4% | +14.3% | -10.9% | -1.1% |
| 3Y | +18.6% | +194.6% | -176.0% | -8.6% |
| 5Y | +56.6% | +109.6% | -53.0% | +24.1% |
| 10Y | +50.3% | +93.1% | -42.8% | +11.7% |
| All | +79.7% | +239.3% | -159.6% | -4.8% |
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