+255.6%
UAL vs VMC
+370.8%
-115.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.7% |
| 7D | +8.2% | +0.5% | +7.6% | +8.0% |
| 30D | +2.3% | +15.8% | -13.5% | -7.5% |
| 3M | -12.7% | +0.6% | -13.3% | -13.1% |
| 6M | +12.7% | -4.0% | +16.7% | +15.6% |
| YTD | +0.8% | -0.3% | +1.1% | +0.2% |
| 1Y | +17.8% | -0.5% | +18.3% | +17.1% |
| 3Y | +206.7% | +39.6% | +167.1% | +141.5% |
| 5Y | +113.9% | +50.1% | +63.8% | +59.8% |
| 10Y | +97.0% | +163.9% | -66.9% | -4.6% |
| All | +255.6% | +370.8% | -115.2% | -14.1% |
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 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