+124.6%
UAL vs VWO
+64.3%
+60.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.3% |
| 7D | -1.1% | +0.2% | -1.3% | -1.3% |
| 30D | -13.4% | +0.9% | -14.3% | -14.4% |
| 3M | -2.3% | +4.3% | -6.6% | -7.6% |
| 6M | +13.3% | +10.5% | +2.8% | -0.7% |
| YTD | -4.2% | +13.4% | -17.6% | -18.6% |
| 1Y | +1.4% | +18.6% | -17.2% | -18.7% |
| All | +124.6% | +64.3% | +60.3% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 3y: compounded portfolio wealth divided by compounded VWO 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…
3y analysis · Full analysis span regression · 6 months rolling