+1.4%
UAL vs EWJ
+26.8%
-25.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | -0.1% | 0.0% |
| 7D | -1.1% | +1.0% | -2.1% | -2.1% |
| 30D | -13.4% | +1.0% | -14.4% | -14.3% |
| 3M | -2.3% | +7.2% | -9.5% | -9.6% |
| 6M | +13.3% | +13.9% | -0.5% | -2.3% |
| YTD | -4.2% | +20.8% | -25.0% | -22.5% |
| 1Y | +1.4% | +26.4% | -25.0% | -21.5% |
| All | +1.4% | +26.8% | -25.4% | -21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling