+444.2%
V vs UAL
+106.7%
+337.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.8% | -6.9% | -1.4% |
| 7D | -0.8% | +10.2% | -11.0% | -2.7% |
| 30D | +9.5% | +12.0% | -2.5% | +6.9% |
| 3M | +16.7% | -7.1% | +23.8% | +17.9% |
| 6M | +32.9% | +20.9% | +12.1% | +26.6% |
| YTD | +21.1% | +7.7% | +13.4% | +16.9% |
| 1Y | +26.6% | +23.6% | +3.1% | +18.6% |
| 3Y | +78.4% | +222.6% | -144.2% | +29.9% |
| 5Y | +105.5% | +127.9% | -22.5% | +55.2% |
| 10Y | +444.2% | +100.2% | +344.0% | +317.2% |
| All | +444.2% | +106.7% | +337.6% | +317.2% |
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