+206.7%
UAL vs EWJ
+56.7%
+150.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +8.2% | -5.0% | +13.2% | +14.3% |
| 30D | +2.3% | -10.2% | +12.6% | +15.0% |
| 3M | -12.7% | -7.2% | -5.4% | -5.2% |
| 6M | +12.7% | -3.2% | +15.9% | +16.2% |
| YTD | +0.8% | +9.9% | -9.1% | -9.5% |
| 1Y | +17.8% | +11.0% | +6.8% | +4.5% |
| 3Y | +206.7% | +57.3% | +149.4% | +99.2% |
| All | +206.7% | +56.7% | +150.0% | +99.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling