+251.3%
UAL vs EFX
+470.6%
-219.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -6.4% | +8.9% | +6.8% |
| 7D | +0.7% | -8.6% | +9.3% | +6.6% |
| 30D | -16.1% | +0.1% | -16.2% | -16.9% |
| 3M | +6.1% | +3.8% | +2.3% | +0.6% |
| 6M | +10.8% | -13.5% | +24.4% | +18.2% |
| YTD | -0.4% | -17.7% | +17.3% | +7.9% |
| 1Y | +5.0% | -25.6% | +30.6% | +20.6% |
| 3Y | +124.0% | -12.1% | +136.1% | +113.1% |
| 5Y | +141.0% | -33.8% | +174.8% | +167.4% |
| 10Y | +118.0% | +45.1% | +72.9% | +10.6% |
| All | +251.3% | +470.6% | -219.3% | -61.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling