+99.1%
UAL vs VFC
-69.1%
+168.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -1.0% | -1.9% |
| 7D | +3.5% | +0.8% | +2.6% | +3.1% |
| 30D | -16.5% | -11.9% | -4.5% | -11.0% |
| 3M | +2.8% | -20.2% | +22.9% | +13.9% |
| 6M | +17.6% | -23.0% | +40.5% | +32.1% |
| YTD | -3.2% | -26.2% | +23.0% | +10.7% |
| 1Y | +0.4% | -13.3% | +13.8% | +4.0% |
| 3Y | +128.2% | -25.5% | +153.6% | +111.4% |
| 5Y | +137.7% | -78.1% | +215.8% | +394.1% |
| 10Y | +99.1% | -68.8% | +167.9% | +279.8% |
| All | +99.1% | -69.1% | +168.2% | +279.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling