+127.3%
UAL vs VSXY
+93.0%
+34.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -2.1% |
| 7D | -3.0% | -1.7% | -1.3% | -2.6% |
| 30D | +10.5% | +20.1% | -9.7% | +5.9% |
| 3M | -13.5% | +16.6% | -30.1% | -17.1% |
| 6M | +14.2% | +134.9% | -120.7% | -11.0% |
| YTD | -2.2% | +96.0% | -98.2% | -20.3% |
| 1Y | +12.5% | +203.8% | -191.3% | -18.4% |
| 3Y | +186.8% | +465.3% | -278.5% | +64.4% |
| 5Y | +119.4% | +106.3% | +13.1% | +56.0% |
| All | +127.3% | +93.0% | +34.2% | +62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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