+251.3%
UAL vs VMC
+337.4%
-86.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +1.9% |
| 7D | +0.7% | -4.3% | +5.0% | +3.8% |
| 30D | -16.1% | -8.2% | -7.9% | -11.0% |
| 3M | +6.1% | -7.0% | +13.2% | +11.2% |
| 6M | +10.8% | -10.8% | +21.6% | +19.8% |
| YTD | -0.4% | -7.4% | +7.0% | +4.2% |
| 1Y | +5.0% | -9.5% | +14.5% | +11.3% |
| 3Y | +124.0% | +20.5% | +103.5% | +95.1% |
| 5Y | +141.0% | +51.6% | +89.4% | +78.2% |
| 10Y | +118.0% | +150.0% | -32.0% | +9.1% |
| All | +251.3% | +337.4% | -86.0% | -10.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling