+191.9%
UAL vs VFC
+45.3%
+146.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.0% | -3.1% | -4.8% |
| 7D | +0.7% | -1.4% | +2.1% | +1.4% |
| 30D | +7.8% | +24.6% | -16.9% | -1.4% |
| 3M | -11.1% | +38.4% | -49.5% | -22.2% |
| 6M | +16.1% | +15.3% | +0.8% | +8.3% |
| YTD | -0.5% | +12.7% | -13.3% | -6.6% |
| 1Y | +11.3% | +32.7% | -21.4% | -2.3% |
| All | +191.9% | +45.3% | +146.7% | +135.1% |
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