+897.3%
VST vs UAL
+105.3%
+792.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -4.6% | -1.6% | -5.0% |
| 7D | -19.9% | +5.0% | -24.9% | -21.2% |
| 30D | -29.7% | -1.2% | -28.4% | -29.8% |
| 3M | -19.6% | -16.8% | -2.8% | -16.4% |
| 6M | -29.4% | +18.0% | -47.4% | -33.0% |
| YTD | -29.7% | -1.2% | -28.5% | -30.8% |
| 1Y | -40.0% | +14.3% | -54.4% | -43.1% |
| 3Y | +231.0% | +194.6% | +36.4% | +150.5% |
| 5Y | +500.1% | +109.6% | +390.4% | +369.4% |
| 10Y | +1,004.2% | +93.1% | +911.1% | +728.5% |
| All | +897.3% | +105.3% | +792.0% | +649.8% |
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