+96.5%
UAL vs VO
+202.1%
-105.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -3.8% |
| 7D | +2.3% | +0.2% | +2.0% | +2.0% |
| 30D | +13.3% | +2.0% | +11.3% | +10.2% |
| 3M | -6.3% | -0.3% | -6.0% | -5.4% |
| 6M | +22.5% | +7.3% | +15.2% | +10.9% |
| YTD | +5.9% | +15.0% | -9.1% | -12.8% |
| 1Y | +24.7% | +14.7% | +10.0% | +3.2% |
| 3Y | +211.6% | +67.3% | +144.3% | +53.9% |
| 5Y | +130.6% | +38.8% | +91.7% | +54.4% |
| 10Y | +96.5% | +201.6% | -105.1% | -55.8% |
| All | +96.5% | +202.1% | -105.7% | -55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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