+100.0%
UAL vs VRSK
+125.6%
-25.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.2% |
| 7D | -2.0% | -7.7% | +5.7% | +0.7% |
| 30D | -15.7% | -2.8% | -12.9% | -15.1% |
| 3M | +3.6% | -3.7% | +7.3% | +3.9% |
| 6M | +16.9% | -12.8% | +29.7% | +20.9% |
| YTD | -4.8% | -21.0% | +16.2% | +1.8% |
| 1Y | -0.9% | -32.5% | +31.5% | +13.0% |
| 3Y | +124.5% | -26.5% | +151.0% | +140.2% |
| 5Y | +140.2% | -11.5% | +151.7% | +129.0% |
| All | +100.0% | +125.6% | -25.6% | +24.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling