+1,457.8%
UAL vs VCIT
+98.3%
+1,359.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | +0.7% | -0.3% | +1.1% | +1.1% |
| 30D | -16.1% | -0.8% | -15.3% | -15.3% |
| 3M | +6.1% | -1.0% | +7.1% | +7.6% |
| 6M | +10.8% | -1.8% | +12.7% | +13.7% |
| YTD | -0.4% | -0.7% | +0.3% | +1.0% |
| 1Y | +5.0% | +1.0% | +4.0% | +4.8% |
| 3Y | +124.0% | +18.8% | +105.2% | +90.7% |
| 5Y | +141.0% | +3.5% | +137.5% | +134.4% |
| 10Y | +118.0% | +29.2% | +88.8% | +98.4% |
| All | +1,457.8% | +98.3% | +1,359.5% | +1,942.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling