+112.3%
UAL vs VMC
+42.5%
+69.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.8% |
| 7D | +8.2% | +0.5% | +7.6% | +7.9% |
| 30D | +2.3% | +15.8% | -13.5% | -9.0% |
| 3M | -12.7% | +0.6% | -13.3% | -13.2% |
| 6M | +12.7% | -4.0% | +16.7% | +15.8% |
| YTD | +0.8% | -0.3% | +1.1% | -0.7% |
| 1Y | +17.8% | -0.5% | +18.3% | +16.0% |
| 3Y | +206.7% | +39.6% | +167.1% | +125.6% |
| All | +112.3% | +42.5% | +69.8% | +52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling