+251.3%
UAL vs VICR
+1,141.2%
-889.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.5% | -3.0% | +0.9% |
| 7D | +0.7% | +0.4% | +0.3% | +0.5% |
| 30D | -16.1% | -13.9% | -2.2% | -12.9% |
| 3M | +6.1% | -38.4% | +44.5% | +18.1% |
| 6M | +10.8% | -7.2% | +18.1% | +4.5% |
| YTD | -0.4% | +72.0% | -72.4% | -23.3% |
| 1Y | +5.0% | +263.3% | -258.3% | -38.1% |
| 3Y | +124.0% | +173.3% | -49.2% | +29.6% |
| 5Y | +141.0% | +47.3% | +93.7% | +44.5% |
| 10Y | +118.0% | +1,495.2% | -1,377.2% | -56.9% |
| All | +251.3% | +1,141.2% | -889.9% | -56.3% |
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