+962.7%
VST vs UAL
+115.1%
+847.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +8.0% | -21.8% | -15.8% |
| 7D | -15.7% | +11.9% | -27.6% | -18.4% |
| 30D | -17.0% | +5.2% | -22.2% | -18.4% |
| 3M | -15.9% | -12.7% | -3.2% | -13.6% |
| 6M | -25.0% | +28.5% | -53.5% | -30.3% |
| YTD | -25.1% | +3.5% | -28.6% | -27.1% |
| 1Y | -34.9% | +27.5% | -62.4% | -39.8% |
| 3Y | +252.7% | +208.6% | +44.1% | +163.8% |
| 5Y | +582.3% | +135.6% | +446.8% | +420.3% |
| 10Y | +1,076.6% | +102.3% | +974.3% | +772.5% |
| All | +962.7% | +115.1% | +847.6% | +689.6% |
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