+147.1%
VXUS vs UAL
+97.8%
+49.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.8% | +1.3% |
| 7D | -0.5% | +2.3% | -2.8% | -0.9% |
| 30D | -1.2% | +13.3% | -14.5% | -3.5% |
| 3M | -3.8% | -6.3% | +2.5% | -3.0% |
| 6M | -1.7% | +22.5% | -24.2% | -5.8% |
| YTD | +11.4% | +5.9% | +5.6% | +8.7% |
| 1Y | +13.3% | +24.7% | -11.3% | +7.3% |
| 3Y | +70.0% | +211.6% | -141.6% | +30.8% |
| 5Y | +48.1% | +130.6% | -82.5% | +16.5% |
| 10Y | +147.1% | +96.5% | +50.6% | +87.6% |
| All | +147.1% | +97.8% | +49.3% | +87.6% |
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 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