+0.4%
UAL vs VFC
-11.5%
+11.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -1.0% | -2.0% |
| 7D | +3.4% | +0.8% | +2.6% | +3.1% |
| 30D | -16.5% | -11.9% | -4.5% | -11.4% |
| 3M | +2.8% | -20.2% | +22.9% | +12.5% |
| 6M | +17.6% | -23.0% | +40.5% | +29.7% |
| YTD | -3.2% | -26.2% | +23.0% | +9.1% |
| 1Y | +0.4% | -13.3% | +13.8% | +2.3% |
| All | +0.4% | -11.5% | +11.9% | +2.3% |
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