+76.8%
UAL vs VCLT
+22.0%
+54.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.3% | -4.7% | -4.7% |
| 7D | +0.7% | -1.9% | +2.6% | +2.7% |
| 30D | +7.8% | +1.4% | +6.3% | +6.5% |
| 3M | -11.1% | -1.8% | -9.3% | -9.3% |
| 6M | +16.1% | -3.9% | +20.0% | +21.6% |
| YTD | -0.5% | -3.9% | +3.4% | +4.6% |
| 1Y | +11.3% | -4.7% | +16.0% | +18.1% |
| 3Y | +192.8% | +14.1% | +178.8% | +161.9% |
| 5Y | +123.3% | -16.6% | +139.9% | +173.3% |
| All | +76.8% | +22.0% | +54.7% | +91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 10y: compounded portfolio wealth divided by compounded VCLT 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…
10y analysis · Full analysis span regression · 6 months rolling