+484.0%
V vs UAL
+80.6%
+403.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.6% |
| 7D | +0.9% | -3.0% | +4.0% | +1.4% |
| 30D | +9.0% | +10.5% | -1.5% | +6.7% |
| 3M | +16.7% | -13.5% | +30.2% | +19.6% |
| 6M | +33.4% | +14.2% | +19.2% | +28.4% |
| YTD | +22.4% | -2.2% | +24.6% | +20.3% |
| 1Y | +27.7% | +12.5% | +15.2% | +21.8% |
| 3Y | +78.0% | +186.8% | -108.8% | +32.4% |
| 5Y | +108.5% | +119.4% | -10.9% | +58.3% |
| All | +484.0% | +80.6% | +403.4% | +342.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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