+99.1%
UAL vs VMC
+149.2%
-50.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -1.7% |
| 7D | +3.5% | -0.5% | +4.0% | +3.9% |
| 30D | -16.5% | -9.1% | -7.4% | -10.8% |
| 3M | +2.8% | -4.1% | +6.9% | +5.6% |
| 6M | +17.6% | -5.5% | +23.1% | +22.2% |
| YTD | -3.2% | -8.9% | +5.7% | +2.4% |
| 1Y | +0.4% | -12.9% | +13.4% | +9.3% |
| 3Y | +128.2% | +22.1% | +106.0% | +96.6% |
| 5Y | +137.7% | +52.7% | +85.0% | +74.8% |
| 10Y | +99.1% | +152.7% | -53.6% | +10.6% |
| All | +99.1% | +149.2% | -50.1% | +10.6% |
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