+454.5%
V vs UAL
+99.5%
+355.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.2% |
| 7D | +0.6% | +12.5% | -11.8% | -1.7% |
| 30D | +9.7% | +12.2% | -2.4% | +7.1% |
| 3M | +17.3% | -2.6% | +19.9% | +17.4% |
| 6M | +33.2% | +21.1% | +12.1% | +26.8% |
| YTD | +21.3% | +7.8% | +13.5% | +17.1% |
| 1Y | +27.3% | +25.4% | +1.9% | +18.9% |
| 3Y | +76.1% | +217.3% | -141.3% | +28.7% |
| 5Y | +103.5% | +132.9% | -29.4% | +53.0% |
| 10Y | +454.5% | +101.1% | +353.3% | +327.6% |
| All | +454.5% | +99.5% | +355.0% | +327.6% |
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