+248.5%
UAL vs VO
+539.1%
-290.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.5% | -1.1% | +0.8% |
| 7D | +5.0% | -3.3% | +8.4% | +10.7% |
| 30D | -1.2% | -1.8% | +0.6% | +1.9% |
| 3M | -16.8% | -3.4% | -13.4% | -11.9% |
| 6M | +18.0% | +3.0% | +15.0% | +14.1% |
| YTD | -1.2% | +10.7% | -11.9% | -13.1% |
| 1Y | +14.3% | +11.8% | +2.5% | -0.8% |
| 3Y | +194.6% | +60.4% | +134.2% | +57.5% |
| 5Y | +109.6% | +33.6% | +76.0% | +50.3% |
| 10Y | +93.1% | +202.0% | -108.9% | -54.6% |
| All | +248.5% | +539.1% | -290.6% | -67.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling