+255.6%
UAL vs VO
+538.3%
-282.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.2% | +2.2% |
| 7D | +8.2% | -2.6% | +10.7% | +12.6% |
| 30D | +2.3% | -0.9% | +3.3% | +4.1% |
| 3M | -12.7% | -3.0% | -9.7% | -8.1% |
| 6M | +12.7% | +2.2% | +10.5% | +10.3% |
| YTD | +0.8% | +10.6% | -9.7% | -11.2% |
| 1Y | +17.8% | +12.5% | +5.3% | +1.2% |
| 3Y | +206.7% | +61.4% | +145.3% | +62.5% |
| 5Y | +113.9% | +33.4% | +80.5% | +53.7% |
| 10Y | +97.0% | +201.5% | -104.6% | -53.5% |
| All | +255.6% | +538.3% | -282.6% | -66.5% |
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