+113.5%
UAL vs EFX
-31.3%
+144.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.2% | +4.2% | +2.9% |
| 7D | +8.2% | +2.7% | +5.5% | +7.1% |
| 30D | +2.3% | +33.1% | -30.8% | -9.2% |
| 3M | -12.7% | +8.2% | -20.8% | -16.3% |
| 6M | +12.7% | +10.2% | +2.5% | +6.0% |
| YTD | +0.8% | -11.8% | +12.7% | +3.7% |
| 1Y | +17.8% | -6.1% | +23.9% | +17.5% |
| 3Y | +206.7% | +7.5% | +199.2% | +172.3% |
| All | +113.5% | -31.3% | +144.8% | +116.7% |
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