+0.4%
UAL vs EFV
+28.1%
-27.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -10.6% |
| 6M | +17.6% | +14.0% | +3.5% | -3.4% |
| YTD | -3.2% | +18.5% | -21.7% | -23.8% |
| 1Y | +0.4% | +27.9% | -27.5% | -28.7% |
| All | +0.4% | +28.1% | -27.7% | -28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling