+99.1%
UAL vs VSH
+170.2%
-71.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.3% |
| 7D | +3.4% | +6.2% | -2.8% | +0.1% |
| 30D | -16.5% | -11.1% | -5.3% | -11.2% |
| 3M | +2.8% | -44.9% | +47.7% | +35.2% |
| 6M | +17.6% | +90.0% | -72.4% | -32.0% |
| YTD | -3.2% | +118.8% | -122.0% | -49.6% |
| 1Y | +0.4% | +109.0% | -108.5% | -47.2% |
| 3Y | +128.2% | +35.6% | +92.5% | +47.4% |
| 5Y | +137.7% | +66.7% | +71.0% | +26.8% |
| 10Y | +99.1% | +167.9% | -68.8% | -24.5% |
| All | +99.1% | +170.2% | -71.1% | -24.5% |
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