+1,855.0%
VRT vs UAL
+52.2%
+1,802.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.3% | -3.2% |
| 7D | -17.7% | +12.5% | -30.1% | -21.5% |
| 30D | -20.0% | +12.2% | -32.2% | -23.8% |
| 3M | -28.1% | -2.6% | -25.5% | -27.8% |
| 6M | -42.8% | +21.1% | -63.9% | -47.8% |
| YTD | +20.0% | +7.8% | +12.1% | +13.5% |
| 1Y | +3.5% | +25.4% | -21.9% | -7.8% |
| 3Y | +366.1% | +217.3% | +148.8% | +176.2% |
| 5Y | +632.2% | +132.9% | +499.3% | +376.2% |
| All | +1,855.0% | +52.2% | +1,802.7% | +1,028.6% |
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