+279.7%
UAL vs VTR
+549.1%
-269.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.8% | +5.9% | +6.2% |
| 7D | +10.2% | +3.2% | +7.0% | +8.1% |
| 30D | +12.0% | +9.1% | +2.9% | +5.6% |
| 3M | -7.1% | -3.6% | -3.5% | -5.6% |
| 6M | +20.9% | +3.8% | +17.1% | +15.7% |
| YTD | +7.7% | +17.8% | -10.1% | -5.5% |
| 1Y | +23.6% | +20.5% | +3.0% | +6.6% |
| 3Y | +222.6% | +132.4% | +90.1% | +72.8% |
| 5Y | +127.9% | +99.9% | +28.1% | +31.5% |
| 10Y | +100.2% | +124.3% | -24.1% | -1.6% |
| All | +279.7% | +549.1% | -269.3% | -20.3% |
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