+1,457.8%
UAL vs VCLT
+103.4%
+1,354.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.4% |
| 7D | +0.7% | -0.5% | +1.2% | +1.0% |
| 30D | -16.1% | -0.9% | -15.3% | -15.6% |
| 3M | +6.1% | -3.2% | +9.4% | +8.4% |
| 6M | +10.8% | -3.8% | +14.7% | +13.9% |
| YTD | -0.4% | -2.0% | +1.6% | +1.4% |
| 1Y | +5.0% | -0.8% | +5.8% | +6.2% |
| 3Y | +124.0% | +12.3% | +111.7% | +112.7% |
| 5Y | +141.0% | -15.4% | +156.4% | +159.8% |
| 10Y | +118.0% | +15.7% | +102.3% | +124.2% |
| All | +1,457.8% | +103.4% | +1,354.4% | +2,052.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling