+101.1%
UAL vs VSH
+117.5%
-16.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.6% |
| 7D | +12.5% | -1.6% | +14.0% | +12.1% |
| 30D | +12.2% | -21.3% | +33.5% | +24.2% |
| 3M | -2.6% | -18.9% | +16.3% | +4.7% |
| 6M | +21.1% | -21.4% | +42.5% | +17.5% |
| YTD | +7.8% | +86.8% | -79.0% | -41.3% |
| 1Y | +25.4% | +85.8% | -60.4% | -31.7% |
| 3Y | +217.3% | +30.1% | +187.2% | +97.8% |
| 5Y | +132.9% | +42.8% | +90.1% | +29.9% |
| 10Y | +101.1% | +121.2% | -20.1% | -17.3% |
| All | +101.1% | +117.5% | -16.4% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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