+1,934.0%
VRT vs UAL
+38.0%
+1,896.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.7% | -1.9% | -2.9% |
| 7D | +10.5% | -3.0% | +13.5% | +11.8% |
| 30D | -9.3% | +10.5% | -19.8% | -13.3% |
| 3M | -29.6% | -13.5% | -16.1% | -26.1% |
| 6M | -45.4% | +14.2% | -59.6% | -49.0% |
| YTD | +24.8% | -2.2% | +27.1% | +22.4% |
| 1Y | +23.6% | +12.5% | +11.1% | +14.7% |
| 3Y | +379.7% | +186.8% | +192.8% | +194.9% |
| 5Y | +660.3% | +119.4% | +541.0% | +406.8% |
| All | +1,934.0% | +38.0% | +1,896.0% | +1,117.0% |
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