+186.8%
UAL vs EFX
+4.8%
+182.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.5% | -2.0% |
| 7D | -3.0% | -0.8% | -2.3% | -2.8% |
| 30D | +10.5% | +25.1% | -14.7% | +2.2% |
| 3M | -13.5% | +1.7% | -15.1% | -14.5% |
| 6M | +14.2% | +18.4% | -4.1% | +5.6% |
| YTD | -2.2% | -12.5% | +10.3% | +1.2% |
| 1Y | +12.5% | -8.1% | +20.6% | +14.0% |
| 3Y | +186.8% | +4.8% | +182.0% | +151.9% |
| All | +186.8% | +4.8% | +182.0% | +151.9% |
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