+139.2%
UAL vs EFX
-33.8%
+173.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -6.4% | +8.9% | +5.1% |
| 7D | +0.7% | -8.6% | +9.3% | +4.3% |
| 30D | -16.1% | +0.1% | -16.2% | -16.6% |
| 3M | +6.1% | +3.8% | +2.3% | +2.9% |
| 6M | +10.8% | -13.5% | +24.4% | +16.1% |
| YTD | -0.4% | -17.7% | +17.3% | +5.8% |
| 1Y | +5.0% | -25.6% | +30.6% | +15.9% |
| 3Y | +124.0% | -12.1% | +136.1% | +119.9% |
| All | +139.2% | -33.8% | +173.0% | +154.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling