+280.3%
UAL vs VFC
+181.2%
+99.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.6% |
| 7D | +12.5% | +3.5% | +9.0% | +10.4% |
| 30D | +12.2% | +38.3% | -26.1% | -8.1% |
| 3M | -2.6% | +40.2% | -42.8% | -21.1% |
| 6M | +21.1% | +10.6% | +10.4% | +11.3% |
| YTD | +7.8% | +16.7% | -8.9% | -4.9% |
| 1Y | +25.4% | +45.0% | -19.6% | -4.0% |
| 3Y | +217.3% | +48.8% | +168.6% | +85.3% |
| 5Y | +132.9% | -67.6% | +200.4% | +282.6% |
| 10Y | +101.1% | -47.5% | +148.7% | +106.8% |
| All | +280.3% | +181.2% | +99.1% | -6.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling