+1,493.4%
UAL vs VRSK
+623.8%
+869.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.5% | +5.0% | +3.5% |
| 7D | +0.7% | -3.1% | +3.8% | +1.9% |
| 30D | -16.1% | -1.6% | -14.5% | -15.8% |
| 3M | +6.1% | +3.5% | +2.6% | +3.5% |
| 6M | +10.8% | -13.4% | +24.2% | +15.6% |
| YTD | -0.4% | -16.5% | +16.1% | +4.6% |
| 1Y | +5.0% | -30.6% | +35.6% | +19.5% |
| 3Y | +124.0% | -21.9% | +145.9% | +134.9% |
| 5Y | +141.0% | -6.3% | +147.3% | +126.2% |
| 10Y | +118.0% | +133.1% | -15.1% | +22.8% |
| All | +1,493.4% | +623.8% | +869.7% | +364.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling