+139.2%
UAL vs VMC
+52.7%
+86.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +1.8% |
| 7D | +0.7% | -4.3% | +5.0% | +4.2% |
| 30D | -16.1% | -8.2% | -7.9% | -10.4% |
| 3M | +6.1% | -7.0% | +13.2% | +11.7% |
| 6M | +10.8% | -10.8% | +21.6% | +20.6% |
| YTD | -0.4% | -7.4% | +7.0% | +4.1% |
| 1Y | +5.0% | -9.5% | +14.5% | +11.3% |
| 3Y | +124.0% | +20.5% | +103.5% | +88.2% |
| All | +139.2% | +52.7% | +86.5% | +71.4% |
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