+112.3%
UAL vs EWJ
+41.8%
+70.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +8.2% | -5.0% | +13.2% | +14.6% |
| 30D | +2.3% | -10.2% | +12.6% | +15.8% |
| 3M | -12.7% | -7.2% | -5.4% | -4.8% |
| 6M | +12.7% | -3.2% | +15.9% | +16.4% |
| YTD | +0.8% | +9.9% | -9.1% | -10.1% |
| 1Y | +17.8% | +11.0% | +6.8% | +3.7% |
| 3Y | +206.7% | +57.3% | +149.4% | +76.5% |
| All | +112.3% | +41.8% | +70.5% | +48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling