+96.5%
UAL vs VTR
+135.2%
-38.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.9% |
| 7D | +2.3% | +1.4% | +0.9% | +1.4% |
| 30D | +13.3% | +8.2% | +5.1% | +7.3% |
| 3M | -6.3% | +4.6% | -10.9% | -9.5% |
| 6M | +22.5% | +4.3% | +18.2% | +16.6% |
| YTD | +5.9% | +19.0% | -13.1% | -8.1% |
| 1Y | +24.7% | +21.6% | +3.0% | +6.3% |
| 3Y | +211.6% | +132.2% | +79.4% | +61.7% |
| 5Y | +130.6% | +94.4% | +36.2% | +32.1% |
| 10Y | +96.5% | +133.5% | -37.0% | -23.0% |
| All | +96.5% | +135.2% | -38.7% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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