+112.3%
UAL vs VCLT
-16.9%
+129.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.1% |
| 7D | +8.2% | +0.3% | +7.9% | +7.9% |
| 30D | +2.3% | +3.7% | -1.3% | -0.5% |
| 3M | -12.7% | -1.0% | -11.7% | -11.9% |
| 6M | +12.7% | -3.4% | +16.0% | +16.2% |
| YTD | +0.8% | -2.6% | +3.4% | +3.7% |
| 1Y | +17.8% | -3.3% | +21.1% | +21.8% |
| 3Y | +206.7% | +17.3% | +189.4% | +184.6% |
| All | +112.3% | -16.9% | +129.2% | +81.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling