+104.2%
UAL vs EWJ
+138.2%
-34.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | -0.1% | +0.3% |
| 7D | -1.1% | +1.0% | -2.1% | -2.5% |
| 30D | -13.4% | +1.0% | -14.4% | -14.6% |
| 3M | -2.3% | +7.2% | -9.5% | -11.4% |
| 6M | +13.3% | +13.9% | -0.5% | -5.2% |
| YTD | -4.2% | +20.8% | -25.0% | -26.4% |
| 1Y | +1.4% | +26.4% | -25.0% | -27.0% |
| 3Y | +125.8% | +71.8% | +54.0% | +3.6% |
| 5Y | +130.0% | +49.9% | +80.1% | +31.6% |
| 10Y | +104.2% | +140.0% | -35.7% | -35.5% |
| All | +104.2% | +138.2% | -34.0% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 10y: compounded portfolio wealth divided by compounded EWJ 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…
10y analysis · Full analysis span regression · 6 months rolling