+191.1%
UAL vs VLTO
+56.3%
+134.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +12.5% | +1.6% | +10.8% | +11.5% |
| 30D | +12.2% | +22.0% | -9.8% | -0.5% |
| 3M | -2.6% | +21.9% | -24.5% | -13.7% |
| 6M | +21.1% | +36.5% | -15.4% | -1.0% |
| YTD | +7.8% | +19.0% | -11.2% | -3.4% |
| 1Y | +25.4% | +21.0% | +4.4% | +10.6% |
| 3Y | +217.3% | +69.9% | +147.5% | +131.9% |
| All | +191.1% | +56.3% | +134.8% | +126.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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