+234.8%
UAL vs VIG
+630.3%
-395.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.7% |
| 7D | +8.2% | -1.8% | +9.9% | +11.8% |
| 30D | +2.3% | +2.7% | -0.3% | -2.0% |
| 3M | -12.7% | 0.0% | -12.7% | -12.3% |
| 6M | +12.7% | +6.8% | +5.9% | +1.5% |
| YTD | +0.8% | +12.1% | -11.2% | -15.4% |
| 1Y | +17.8% | +14.8% | +3.0% | -5.1% |
| 3Y | +206.7% | +62.4% | +144.3% | +43.6% |
| 5Y | +113.9% | +59.6% | +54.3% | +5.4% |
| 10Y | +97.0% | +261.5% | -164.5% | -76.4% |
| All | +234.8% | +630.3% | -395.5% | -87.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling