+73.7%
UAL vs EWJ
+126.4%
-52.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.1% | -2.2% |
| 7D | -3.0% | +4.0% | -7.0% | -7.9% |
| 30D | +10.5% | -4.3% | +14.7% | +17.0% |
| 3M | -13.5% | -6.8% | -6.7% | -4.9% |
| 6M | +14.2% | -0.9% | +15.1% | +14.8% |
| YTD | -2.2% | +14.3% | -16.5% | -19.3% |
| 1Y | +12.5% | +15.3% | -2.8% | -8.5% |
| 3Y | +186.8% | +65.6% | +121.2% | +37.3% |
| 5Y | +119.4% | +47.5% | +71.9% | +27.3% |
| All | +73.7% | +126.4% | -52.7% | -43.3% |
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