+202.1%
UAL vs EFX
+4.7%
+197.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.2% | +4.2% | +2.8% |
| 7D | +8.2% | +2.7% | +5.5% | +7.2% |
| 30D | +2.3% | +33.1% | -30.8% | -7.3% |
| 3M | -12.7% | +8.2% | -20.8% | -15.6% |
| 6M | +12.7% | +10.2% | +2.5% | +7.3% |
| YTD | +0.8% | -11.8% | +12.7% | +4.2% |
| 1Y | +17.8% | -6.1% | +23.9% | +18.3% |
| All | +202.1% | +4.7% | +197.4% | +168.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling