+11.3%
UAL vs VICR
+65.4%
-54.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.0% | -4.0% | -5.6% |
| 7D | +0.7% | +21.9% | -21.2% | -2.9% |
| 30D | +7.8% | -38.4% | +46.1% | +16.3% |
| 3M | -11.1% | -27.2% | +16.1% | -8.4% |
| 6M | +16.1% | -43.7% | +59.8% | +21.5% |
| YTD | -0.5% | +50.3% | -50.8% | -21.3% |
| 1Y | +11.3% | +74.6% | -63.3% | -16.0% |
| All | +11.3% | +65.4% | -54.2% | -16.0% |
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