+27.5%
UAL vs VRSK
-8.8%
+36.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.4% | +7.5% | +8.0% |
| 7D | +11.9% | +4.2% | +7.7% | +12.6% |
| 30D | +5.2% | +21.2% | -15.9% | +8.6% |
| 3M | -12.7% | +2.9% | -15.6% | -12.0% |
| 6M | +28.5% | +11.3% | +17.2% | +31.7% |
| YTD | +3.5% | -10.8% | +14.4% | -1.0% |
| 1Y | +27.5% | -9.2% | +36.7% | +24.5% |
| All | +27.5% | -8.8% | +36.3% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 1y: compounded portfolio wealth divided by compounded VRSK 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…
1y analysis · Full analysis span regression · 6 months rolling