+88.8%
UAL vs VT
+214.8%
-126.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.1% | -0.5% | +2.3% |
| 7D | +5.0% | -4.2% | +9.2% | +12.9% |
| 30D | -1.2% | -5.8% | +4.6% | +9.5% |
| 3M | -16.8% | -5.2% | -11.5% | -8.4% |
| 6M | +18.0% | +0.1% | +17.8% | +18.9% |
| YTD | -1.2% | +8.2% | -9.4% | -11.6% |
| 1Y | +14.3% | +10.1% | +4.2% | -0.6% |
| 3Y | +194.6% | +69.7% | +124.9% | +32.4% |
| 5Y | +109.6% | +53.4% | +56.2% | +14.9% |
| All | +88.8% | +214.8% | -126.0% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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