+251.3%
UAL vs VTR
+550.8%
-299.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.0% | +4.5% | +3.8% |
| 7D | +0.7% | -1.7% | +2.4% | +1.7% |
| 30D | -16.1% | -2.4% | -13.7% | -15.0% |
| 3M | +6.1% | +14.8% | -8.7% | -4.5% |
| 6M | +10.8% | +5.3% | +5.5% | +5.4% |
| YTD | -0.4% | +18.1% | -18.5% | -12.4% |
| 1Y | +5.0% | +36.7% | -31.7% | -16.9% |
| 3Y | +124.0% | +130.1% | -6.1% | +20.7% |
| 5Y | +141.0% | +89.5% | +51.5% | +44.2% |
| 10Y | +118.0% | +87.4% | +30.6% | +20.2% |
| All | +251.3% | +550.8% | -299.5% | -26.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling