+768.4%
VLO vs UAL
+94.5%
+673.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -1.9% |
| 7D | -13.3% | +8.2% | -21.5% | -15.6% |
| 30D | -18.3% | +2.3% | -20.6% | -19.5% |
| 3M | +14.3% | -12.7% | +27.0% | +17.4% |
| 6M | +47.6% | +12.7% | +34.9% | +37.9% |
| YTD | +116.0% | +0.8% | +115.1% | +103.8% |
| 1Y | +101.0% | +17.8% | +83.2% | +79.2% |
| 3Y | +199.0% | +206.7% | -7.7% | +74.6% |
| 5Y | +419.0% | +113.9% | +305.2% | +220.4% |
| All | +768.4% | +94.5% | +673.9% | +403.5% |
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