+106.2%
UAL vs VTRS
-48.4%
+154.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.3% | +2.8% |
| 7D | -1.4% | -2.2% | +0.8% | -0.4% |
| 30D | -12.2% | +3.3% | -15.5% | -13.6% |
| 3M | -2.5% | +2.0% | -4.5% | -3.8% |
| 6M | +21.1% | +19.9% | +1.2% | +10.9% |
| YTD | -1.8% | +35.7% | -37.5% | -15.5% |
| 1Y | +0.4% | +68.1% | -67.7% | -22.3% |
| 3Y | +130.3% | +87.1% | +43.2% | +64.5% |
| 5Y | +147.7% | +47.6% | +100.0% | +90.8% |
| All | +106.2% | -48.4% | +154.6% | +100.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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