+132.4%
UAL vs ITOT
+74.3%
+58.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.3% | -1.9% |
| 7D | +3.5% | +0.7% | +2.8% | +2.4% |
| 30D | -16.5% | -1.1% | -15.3% | -14.8% |
| 3M | +2.8% | +3.9% | -1.1% | -2.9% |
| 6M | +17.6% | +14.7% | +2.8% | -4.8% |
| YTD | -3.2% | +13.3% | -16.5% | -19.5% |
| 1Y | +0.4% | +19.1% | -18.7% | -22.6% |
| 3Y | +128.2% | +77.3% | +50.8% | +2.4% |
| All | +132.4% | +74.3% | +58.1% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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