+373.4%
VST vs UAL
+127.4%
+246.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.5% | +1.0% | +2.7% |
| 7D | +8.9% | +0.7% | +8.2% | +8.6% |
| 30D | +6.2% | -16.1% | +22.3% | +12.6% |
| 3M | -2.7% | +6.1% | -8.9% | -5.5% |
| 6M | -8.4% | +10.8% | -19.2% | -13.2% |
| YTD | -7.2% | -0.4% | -6.8% | -9.1% |
| 1Y | -20.9% | +5.0% | -25.9% | -24.4% |
| All | +373.4% | +127.4% | +246.0% | +260.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling