+273.4%
UAL vs ITOT
+747.5%
-474.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -3.9% |
| 7D | +2.3% | -0.8% | +3.0% | +3.5% |
| 30D | +13.3% | -2.0% | +15.4% | +17.4% |
| 3M | -6.3% | -1.5% | -4.7% | -3.5% |
| 6M | +22.5% | +3.3% | +19.2% | +17.5% |
| YTD | +5.9% | +12.5% | -6.6% | -10.1% |
| 1Y | +24.7% | +12.6% | +12.1% | +5.8% |
| 3Y | +211.6% | +78.6% | +132.9% | +34.0% |
| 5Y | +130.6% | +67.0% | +63.6% | +12.4% |
| 10Y | +96.5% | +292.0% | -195.5% | -73.7% |
| All | +273.4% | +747.5% | -474.2% | -82.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling