+106.2%
UAL vs VNQ
+64.0%
+42.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.4% | +2.3% |
| 7D | -1.4% | -1.3% | -0.1% | +0.1% |
| 30D | -12.2% | -2.6% | -9.6% | -9.6% |
| 3M | -2.5% | -2.0% | -0.5% | -0.6% |
| 6M | +21.1% | +4.3% | +16.8% | +15.6% |
| YTD | -1.8% | +9.2% | -11.0% | -11.0% |
| 1Y | +0.4% | +5.6% | -5.2% | -5.6% |
| 3Y | +130.3% | +30.8% | +99.4% | +69.3% |
| 5Y | +147.7% | +8.0% | +139.7% | +128.1% |
| All | +106.2% | +64.0% | +42.2% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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