+120.4%
UAL vs VSH
+45.1%
+75.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.6% | -1.4% | -4.2% |
| 7D | +0.7% | +26.2% | -25.5% | -8.7% |
| 30D | +7.8% | -12.5% | +20.3% | +11.7% |
| 3M | -11.1% | -16.9% | +5.8% | -6.8% |
| 6M | +16.1% | -17.0% | +33.0% | +10.1% |
| YTD | -0.5% | +93.8% | -94.3% | -41.3% |
| 1Y | +11.3% | +99.3% | -88.1% | -35.5% |
| 3Y | +192.8% | +35.0% | +157.8% | +92.8% |
| All | +120.4% | +45.1% | +75.3% | +20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling