+96.5%
UAL vs VEEV
+676.3%
-579.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.6% | -1.8% |
| 7D | +2.3% | -1.9% | +4.1% | +2.6% |
| 30D | +13.3% | +3.0% | +10.3% | +12.6% |
| 3M | -6.3% | +28.8% | -35.1% | -11.4% |
| 6M | +22.5% | +91.3% | -68.8% | +6.0% |
| YTD | +5.9% | +36.5% | -30.7% | -2.1% |
| 1Y | +24.7% | +1.9% | +22.8% | +22.4% |
| 3Y | +211.6% | +84.6% | +127.0% | +168.9% |
| 5Y | +130.6% | -2.6% | +133.2% | +112.2% |
| 10Y | +96.5% | +669.4% | -573.0% | +7.3% |
| All | +96.5% | +676.3% | -579.8% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 VEEV 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