+1,917.9%
VRT vs UAL
+52.0%
+1,865.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +6.8% | +2.9% | +7.0% |
| 7D | -10.6% | +10.2% | -20.8% | -14.1% |
| 30D | -17.4% | +12.0% | -29.5% | -21.3% |
| 3M | -26.4% | -7.1% | -19.3% | -24.8% |
| 6M | -41.0% | +20.9% | -61.9% | -46.1% |
| YTD | +23.8% | +7.7% | +16.2% | +17.2% |
| 1Y | +11.6% | +23.6% | -11.9% | -0.1% |
| 3Y | +403.5% | +222.6% | +180.9% | +196.6% |
| 5Y | +647.0% | +127.9% | +519.1% | +389.0% |
| All | +1,917.9% | +52.0% | +1,865.9% | +1,065.6% |
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