+99.1%
UAL vs VIG
+240.3%
-141.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -1.6% |
| 7D | +3.5% | -0.4% | +3.9% | +4.1% |
| 30D | -16.5% | -2.1% | -14.4% | -13.5% |
| 3M | +2.8% | +3.3% | -0.6% | -2.0% |
| 6M | +17.6% | +9.3% | +8.3% | +3.3% |
| YTD | -3.2% | +10.1% | -13.3% | -15.5% |
| 1Y | +0.4% | +14.7% | -14.3% | -17.4% |
| 3Y | +128.2% | +56.9% | +71.2% | +22.9% |
| 5Y | +137.7% | +62.9% | +74.8% | +24.1% |
| 10Y | +99.1% | +241.3% | -142.2% | -58.4% |
| All | +99.1% | +240.3% | -141.2% | -58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling