+27.5%
UAL vs VFC
+52.5%
-24.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +4.4% | +3.5% | +5.8% |
| 7D | +11.9% | +21.5% | -9.6% | +1.6% |
| 30D | +5.2% | +46.7% | -41.4% | -13.5% |
| 3M | -12.7% | +38.4% | -51.1% | -26.2% |
| 6M | +28.5% | +15.2% | +13.3% | +17.4% |
| YTD | +3.5% | +17.8% | -14.3% | -7.7% |
| 1Y | +27.5% | +55.6% | -28.0% | -2.9% |
| All | +27.5% | +52.5% | -24.9% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling