+27.5%
UAL vs EFX
-7.5%
+35.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.4% | +5.6% | +7.5% |
| 7D | +11.9% | +9.2% | +2.7% | +10.1% |
| 30D | +5.2% | +34.8% | -29.6% | -0.9% |
| 3M | -12.7% | +8.8% | -21.5% | -14.4% |
| 6M | +28.5% | +12.3% | +16.2% | +24.3% |
| YTD | +3.5% | -10.6% | +14.1% | +7.4% |
| 1Y | +27.5% | -6.7% | +34.3% | +31.9% |
| All | +27.5% | -7.5% | +35.1% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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