+754.3%
VLO vs UAL
+97.8%
+656.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.8% | +5.5% | +4.2% |
| 7D | -0.4% | +2.3% | -2.7% | -1.1% |
| 30D | -16.6% | +13.3% | -29.9% | -20.2% |
| 3M | +12.3% | -6.3% | +18.6% | +13.0% |
| 6M | +47.8% | +22.5% | +25.3% | +34.7% |
| YTD | +126.7% | +5.9% | +120.9% | +110.9% |
| 1Y | +105.4% | +24.7% | +80.7% | +80.1% |
| 3Y | +222.0% | +211.6% | +10.4% | +87.7% |
| 5Y | +449.8% | +130.6% | +319.3% | +230.9% |
| 10Y | +754.3% | +96.5% | +657.9% | +383.8% |
| All | +754.3% | +97.8% | +656.5% | +383.8% |
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