+131.6%
UAL vs VSXY
+37.4%
+94.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.6% | -0.1% | +1.9% |
| 7D | +0.7% | -14.0% | +14.7% | +4.1% |
| 30D | -16.1% | -15.9% | -0.2% | -13.1% |
| 3M | +6.1% | +3.4% | +2.7% | +4.4% |
| 6M | +10.8% | +25.9% | -15.1% | +0.7% |
| YTD | -0.4% | +39.5% | -39.9% | -11.8% |
| 1Y | +5.0% | +194.4% | -189.3% | -23.8% |
| 3Y | +124.0% | +281.4% | -157.4% | +40.0% |
| 5Y | +141.0% | +12.8% | +128.2% | +84.7% |
| All | +131.6% | +37.4% | +94.2% | +80.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling