+1,112.0%
VST vs UAL
+94.5%
+1,017.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +2.0% | +8.5% | +10.1% |
| 7D | -9.8% | +8.2% | -18.0% | -11.9% |
| 30D | -25.1% | +2.3% | -27.5% | -25.8% |
| 3M | -11.6% | -12.7% | +1.1% | -9.1% |
| 6M | -20.9% | +12.7% | -33.6% | -24.0% |
| YTD | -22.3% | +0.8% | -23.1% | -23.8% |
| 1Y | -32.0% | +17.8% | -49.8% | -35.9% |
| 3Y | +262.4% | +206.7% | +55.7% | +171.8% |
| 5Y | +563.4% | +113.9% | +449.5% | +416.3% |
| All | +1,112.0% | +94.5% | +1,017.5% | +825.4% |
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 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