+1,476.8%
UAL vs VCLT
+102.2%
+1,374.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.1% |
| 7D | +8.2% | +0.3% | +7.9% | +8.0% |
| 30D | +2.3% | +3.7% | -1.3% | +0.2% |
| 3M | -12.7% | -1.0% | -11.7% | -12.1% |
| 6M | +12.7% | -3.4% | +16.0% | +15.4% |
| YTD | +0.8% | -2.6% | +3.4% | +3.1% |
| 1Y | +17.8% | -3.3% | +21.1% | +20.9% |
| 3Y | +206.7% | +17.3% | +189.4% | +185.6% |
| 5Y | +113.9% | -17.0% | +130.9% | +133.1% |
| 10Y | +97.0% | +18.1% | +78.9% | +105.9% |
| All | +1,476.8% | +102.2% | +1,374.6% | +2,088.9% |
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