+100.2%
UAL vs VCLT
+20.2%
+80.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.3% | +6.5% | +6.5% |
| 7D | +10.2% | +1.2% | +9.0% | +8.9% |
| 30D | +12.0% | +3.4% | +8.6% | +8.5% |
| 3M | -7.1% | -0.9% | -6.2% | -6.1% |
| 6M | +20.9% | -3.1% | +24.0% | +25.5% |
| YTD | +7.7% | -2.4% | +10.0% | +11.3% |
| 1Y | +23.6% | -2.7% | +26.2% | +28.2% |
| 3Y | +222.6% | +16.9% | +205.7% | +181.8% |
| 5Y | +127.9% | -17.0% | +144.9% | +180.8% |
| 10Y | +100.2% | +22.1% | +78.1% | +117.2% |
| All | +100.2% | +20.2% | +80.0% | +117.2% |
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