+152.6%
VEA vs UAL
+155.2%
-2.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.5% | -0.7% |
| 7D | -2.2% | +8.2% | -10.4% | -3.3% |
| 30D | -3.4% | +2.3% | -5.7% | -3.8% |
| 3M | -5.6% | -12.7% | +7.1% | -4.0% |
| 6M | -3.4% | +12.7% | -16.1% | -5.6% |
| YTD | +9.7% | +0.8% | +8.9% | +8.4% |
| 1Y | +15.4% | +17.8% | -2.4% | +11.5% |
| 3Y | +68.5% | +206.7% | -138.2% | +38.5% |
| 5Y | +49.6% | +113.9% | -64.2% | +26.3% |
| 10Y | +154.3% | +97.0% | +57.3% | +101.2% |
| All | +152.6% | +155.2% | -2.6% | +61.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling