-48.2%
VRT vs UAL
+21.8%
-69.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -4.6% | -9.5% | -12.8% |
| 7D | -28.1% | +5.0% | -33.2% | -29.1% |
| 30D | -30.2% | -1.2% | -29.0% | -29.9% |
| 3M | -36.4% | -16.8% | -19.6% | -33.1% |
| 6M | -48.2% | +18.0% | -66.1% | -47.3% |
| All | -48.2% | +21.8% | -69.9% | -47.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling