+112.3%
UAL vs EFV
+87.6%
+24.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.4% | +3.4% | +4.2% |
| 7D | +8.2% | -0.7% | +8.8% | +9.5% |
| 30D | +2.3% | +0.9% | +1.4% | +1.2% |
| 3M | -12.7% | -3.6% | -9.1% | -7.4% |
| 6M | +12.7% | +2.5% | +10.2% | +9.1% |
| YTD | +0.8% | +13.2% | -12.4% | -15.6% |
| 1Y | +17.8% | +20.3% | -2.6% | -10.0% |
| 3Y | +206.7% | +84.9% | +121.8% | +22.7% |
| All | +112.3% | +87.6% | +24.7% | -8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling