+251.3%
UAL vs VO
+559.2%
-307.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.8% |
| 7D | +0.7% | -0.3% | +1.0% | +1.2% |
| 30D | -16.1% | -0.3% | -15.8% | -15.6% |
| 3M | +6.1% | +2.9% | +3.2% | +2.2% |
| 6M | +10.8% | +9.3% | +1.5% | -1.7% |
| YTD | -0.4% | +14.2% | -14.6% | -16.8% |
| 1Y | +5.0% | +15.3% | -10.2% | -13.1% |
| 3Y | +124.0% | +56.2% | +67.8% | +24.1% |
| 5Y | +141.0% | +42.4% | +98.5% | +56.1% |
| 10Y | +118.0% | +194.7% | -76.7% | -47.1% |
| All | +251.3% | +559.2% | -307.8% | -68.7% |
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