+128.2%
UAL vs VCLT
+12.2%
+115.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | +3.5% | +0.3% | +3.1% | +3.1% |
| 30D | -16.5% | -0.6% | -15.9% | -15.8% |
| 3M | +2.8% | -2.2% | +5.0% | +6.0% |
| 6M | +17.6% | -2.9% | +20.5% | +22.4% |
| YTD | -3.2% | -2.1% | -1.1% | +0.1% |
| 1Y | +0.4% | -2.6% | +3.0% | +4.3% |
| 3Y | +128.2% | +12.5% | +115.7% | +108.6% |
| All | +128.2% | +12.2% | +115.9% | +108.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling