+251.3%
UAL vs EWJ
+149.2%
+102.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.1% |
| 7D | +0.7% | +2.5% | -1.8% | -2.0% |
| 30D | -16.1% | +3.3% | -19.4% | -19.0% |
| 3M | +6.1% | +5.0% | +1.2% | +0.2% |
| 6M | +10.8% | +11.5% | -0.7% | -1.4% |
| YTD | -0.4% | +22.4% | -22.8% | -20.2% |
| 1Y | +5.0% | +30.2% | -25.2% | -21.5% |
| 3Y | +124.0% | +72.8% | +51.2% | +23.0% |
| 5Y | +141.0% | +54.1% | +86.8% | +51.4% |
| 10Y | +118.0% | +140.6% | -22.6% | -6.9% |
| All | +251.3% | +149.2% | +102.1% | +36.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling