+144.9%
UAL vs VRSK
-11.8%
+156.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +3.1% |
| 7D | -1.4% | -5.2% | +3.8% | -0.2% |
| 30D | -12.2% | -2.3% | -9.9% | -12.0% |
| 3M | -2.5% | -2.9% | +0.4% | -2.5% |
| 6M | +21.1% | -12.8% | +33.9% | +24.5% |
| YTD | -1.8% | -20.8% | +19.0% | +3.9% |
| 1Y | +0.4% | -33.2% | +33.6% | +13.7% |
| 3Y | +130.3% | -26.6% | +156.9% | +143.7% |
| All | +144.9% | -11.8% | +156.7% | +123.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling