+396.3%
VUG vs UAL
+106.7%
+289.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.8% | -4.0% | +1.5% |
| 7D | +0.5% | +10.2% | -9.7% | -1.4% |
| 30D | -8.2% | +12.0% | -20.2% | -10.3% |
| 3M | -5.4% | -7.1% | +1.6% | -4.4% |
| 6M | -2.5% | +20.9% | -23.4% | -6.8% |
| YTD | +4.2% | +7.7% | -3.5% | +1.1% |
| 1Y | +5.0% | +23.6% | -18.5% | -1.0% |
| 3Y | +81.7% | +222.6% | -140.8% | +38.1% |
| 5Y | +62.5% | +127.9% | -65.4% | +27.6% |
| 10Y | +396.3% | +100.2% | +296.1% | +294.7% |
| All | +396.3% | +106.7% | +289.6% | +294.7% |
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