+206.7%
UAL vs VFC
+39.5%
+167.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | +8.2% | +11.2% | -3.0% | +3.7% |
| 30D | +2.3% | +41.5% | -39.2% | -11.3% |
| 3M | -12.7% | +38.9% | -51.6% | -23.8% |
| 6M | +12.7% | +6.1% | +6.6% | +8.6% |
| YTD | +0.8% | +14.5% | -13.7% | -6.0% |
| 1Y | +17.8% | +46.0% | -28.2% | -0.3% |
| 3Y | +206.7% | +36.4% | +170.3% | +151.9% |
| All | +206.7% | +39.5% | +167.2% | +151.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling