+251.3%
UAL vs EFV
+209.1%
+42.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.7% |
| 7D | +0.7% | +1.5% | -0.8% | -1.1% |
| 30D | -16.1% | +1.7% | -17.8% | -17.7% |
| 3M | +6.1% | +8.6% | -2.5% | -3.6% |
| 6M | +10.8% | +11.7% | -0.8% | -1.8% |
| YTD | -0.4% | +19.3% | -19.7% | -18.5% |
| 1Y | +5.0% | +30.2% | -25.2% | -22.5% |
| 3Y | +124.0% | +91.6% | +32.4% | +6.8% |
| 5Y | +141.0% | +96.4% | +44.6% | +14.9% |
| 10Y | +118.0% | +166.5% | -48.5% | -17.1% |
| All | +251.3% | +209.1% | +42.3% | +18.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling