+73.7%
UAL vs VMC
+125.2%
-51.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.2% | -1.4% |
| 7D | -3.0% | -1.3% | -1.8% | -2.0% |
| 30D | +10.5% | +15.5% | -5.0% | -0.1% |
| 3M | -13.5% | +0.6% | -14.1% | -13.8% |
| 6M | +14.2% | +2.1% | +12.2% | +12.5% |
| YTD | -2.2% | -1.6% | -0.7% | -2.0% |
| 1Y | +12.5% | -1.2% | +13.7% | +12.4% |
| 3Y | +186.8% | +35.3% | +151.5% | +129.1% |
| 5Y | +119.4% | +43.6% | +75.8% | +66.9% |
| All | +73.7% | +125.2% | -51.5% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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