+273.4%
UAL vs VTR
+555.8%
-282.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.4% |
| 3M | -6.3% | +4.6% | -10.9% | -9.5% |
| 6M | +22.5% | +4.3% | +18.2% | +16.8% |
| YTD | +5.9% | +19.0% | -13.1% | -7.7% |
| 1Y | +24.7% | +21.6% | +3.0% | +6.9% |
| 3Y | +211.6% | +132.2% | +79.4% | +67.0% |
| 5Y | +130.6% | +94.4% | +36.2% | +35.7% |
| 10Y | +96.5% | +133.5% | -37.0% | -5.8% |
| All | +273.4% | +555.8% | -282.4% | -22.1% |
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