+104.2%
UAL vs VIAV
+407.5%
-303.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.5% |
| 7D | -1.1% | +13.6% | -14.7% | -6.3% |
| 30D | -13.4% | +5.3% | -18.8% | -16.4% |
| 3M | -2.3% | -15.6% | +13.3% | +0.5% |
| 6M | +13.3% | +34.0% | -20.7% | -9.0% |
| YTD | -4.2% | +119.9% | -124.1% | -41.2% |
| 1Y | +1.4% | +235.2% | -233.8% | -50.8% |
| 3Y | +125.8% | +299.8% | -174.0% | -5.8% |
| 5Y | +130.0% | +140.1% | -10.1% | +24.7% |
| 10Y | +104.2% | +420.3% | -316.1% | -20.1% |
| All | +104.2% | +407.5% | -303.3% | -20.1% |
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