+5.2%
UAL vs VG
-51.4%
+56.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.0% | -0.6% | -4.6% |
| 7D | +5.0% | -22.0% | +27.0% | +4.6% |
| 30D | -1.2% | -14.7% | +13.5% | -1.5% |
| 3M | -16.8% | -7.1% | -9.7% | -17.1% |
| 6M | +18.0% | -11.2% | +29.1% | +17.1% |
| YTD | -1.2% | +69.8% | -71.0% | -13.6% |
| 1Y | +14.3% | +49.9% | -35.5% | +1.6% |
| All | +5.2% | -51.4% | +56.6% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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