+273.4%
UAL vs VICR
+1,006.6%
-733.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.0% | -5.8% | -3.0% |
| 7D | +2.3% | +5.7% | -3.4% | +0.2% |
| 30D | +13.3% | -35.2% | +48.5% | +25.5% |
| 3M | -6.3% | -20.3% | +14.0% | -4.7% |
| 6M | +22.5% | -46.3% | +68.8% | +34.6% |
| YTD | +5.9% | +53.4% | -47.5% | -19.2% |
| 1Y | +24.7% | +81.6% | -56.9% | -9.9% |
| 3Y | +211.6% | +360.5% | -149.0% | +48.4% |
| 5Y | +130.6% | +4.4% | +126.1% | +49.3% |
| 10Y | +96.5% | +1,055.3% | -958.9% | -57.9% |
| All | +273.4% | +1,006.6% | -733.2% | -54.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling