+206.7%
UAL vs VCIT
+19.7%
+187.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.2% | +2.3% |
| 7D | +8.2% | +0.1% | +8.1% | +7.9% |
| 30D | +2.3% | +1.9% | +0.4% | -1.5% |
| 3M | -12.7% | -1.4% | -11.2% | -9.9% |
| 6M | +12.7% | -2.1% | +14.8% | +18.1% |
| YTD | +0.8% | -1.6% | +2.5% | +5.2% |
| 1Y | +17.8% | -0.9% | +18.7% | +22.0% |
| 3Y | +206.7% | +20.0% | +186.7% | +152.5% |
| All | +206.7% | +19.7% | +187.0% | +152.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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