+1,678.9%
VRT vs UAL
+39.5%
+1,639.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -4.6% | -9.5% | -12.3% |
| 7D | -28.1% | +5.0% | -33.2% | -29.8% |
| 30D | -30.2% | -1.2% | -29.0% | -30.3% |
| 3M | -36.4% | -16.8% | -19.6% | -32.3% |
| 6M | -48.2% | +18.0% | -66.1% | -52.2% |
| YTD | +9.2% | -1.2% | +10.4% | +6.6% |
| 1Y | -7.2% | +14.3% | -21.6% | -14.5% |
| 3Y | +338.7% | +194.6% | +144.1% | +167.1% |
| 5Y | +542.8% | +109.6% | +433.2% | +334.0% |
| All | +1,678.9% | +39.5% | +1,639.4% | +960.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling