+191.9%
UAL vs VSH
+37.0%
+154.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.6% | -1.4% | -4.4% |
| 7D | +0.7% | +26.2% | -25.5% | -7.5% |
| 30D | +7.8% | -12.5% | +20.3% | +11.2% |
| 3M | -11.1% | -16.9% | +5.8% | -7.2% |
| 6M | +16.1% | -17.0% | +33.0% | +10.4% |
| YTD | -0.5% | +93.8% | -94.3% | -38.7% |
| 1Y | +11.3% | +99.3% | -88.1% | -32.6% |
| All | +191.9% | +37.0% | +154.9% | +92.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling