+142.2%
VXUS vs UAL
+99.5%
+42.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +0.5% | +12.5% | -12.0% | -1.6% |
| 30D | -2.5% | +12.2% | -14.7% | -4.7% |
| 3M | -4.6% | -2.6% | -2.0% | -4.5% |
| 6M | -2.6% | +21.1% | -23.7% | -6.6% |
| YTD | +10.4% | +7.8% | +2.6% | +7.3% |
| 1Y | +12.9% | +25.4% | -12.5% | +6.7% |
| 3Y | +68.4% | +217.3% | -149.0% | +29.2% |
| 5Y | +47.7% | +132.9% | -85.2% | +15.9% |
| 10Y | +142.2% | +101.1% | +41.1% | +83.4% |
| All | +142.2% | +99.5% | +42.7% | +83.4% |
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