+99.1%
UAL vs EFV
+163.3%
-64.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -1.7% |
| 7D | +3.5% | +1.0% | +2.5% | +1.9% |
| 30D | -16.5% | +0.2% | -16.6% | -16.6% |
| 3M | +2.8% | +9.6% | -6.8% | -11.1% |
| 6M | +17.6% | +14.0% | +3.5% | -4.0% |
| YTD | -3.2% | +18.5% | -21.7% | -25.7% |
| 1Y | +0.4% | +27.9% | -27.5% | -31.9% |
| 3Y | +128.2% | +92.4% | +35.7% | -19.5% |
| 5Y | +137.7% | +97.2% | +40.6% | -17.3% |
| 10Y | +99.1% | +163.0% | -63.9% | -52.9% |
| All | +99.1% | +163.3% | -64.2% | -52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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