+27.5%
UAL vs VICR
+76.0%
-48.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -11.1% | +19.1% | +9.9% |
| 7D | +11.9% | -26.6% | +38.5% | +17.9% |
| 30D | +5.2% | -47.9% | +53.2% | +17.6% |
| 3M | -12.7% | -29.8% | +17.1% | -9.3% |
| 6M | +28.5% | -36.6% | +65.2% | +29.5% |
| YTD | +3.5% | +45.1% | -41.6% | -18.7% |
| 1Y | +27.5% | +80.0% | -52.5% | -8.1% |
| All | +27.5% | +76.0% | -48.4% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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