+96.5%
UAL vs VIAV
+325.3%
-228.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.4% | -8.2% | -4.2% |
| 7D | +2.3% | +12.3% | -10.1% | -2.5% |
| 30D | +13.3% | -21.0% | +34.3% | +21.4% |
| 3M | -6.3% | -14.1% | +7.8% | -5.1% |
| 6M | +22.5% | -39.9% | +62.4% | +38.1% |
| YTD | +5.9% | +85.2% | -79.3% | -32.6% |
| 1Y | +24.7% | +84.3% | -59.6% | -20.8% |
| 3Y | +211.6% | +320.9% | -109.3% | +19.0% |
| 5Y | +130.6% | +117.5% | +13.0% | +24.6% |
| 10Y | +96.5% | +323.1% | -226.6% | -16.5% |
| All | +96.5% | +325.3% | -228.8% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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