+405.3%
VUG vs UAL
+97.8%
+307.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +2.0% |
| 7D | -1.1% | +2.3% | -3.3% | -1.5% |
| 30D | -7.0% | +13.3% | -20.3% | -9.4% |
| 3M | -3.7% | -6.3% | +2.6% | -2.8% |
| 6M | -1.6% | +22.5% | -24.1% | -6.2% |
| YTD | +5.1% | +5.9% | -0.7% | +2.3% |
| 1Y | +3.8% | +24.7% | -20.9% | -2.3% |
| 3Y | +79.9% | +211.6% | -131.7% | +37.5% |
| 5Y | +66.4% | +130.6% | -64.2% | +30.5% |
| 10Y | +405.3% | +96.5% | +308.8% | +303.9% |
| All | +405.3% | +97.8% | +307.5% | +303.9% |
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