+128.2%
UAL vs VIAV
+290.6%
-162.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +11.2% | -14.0% | -5.1% |
| 7D | +3.5% | +11.3% | -7.9% | +1.0% |
| 30D | -16.5% | -1.0% | -15.5% | -16.8% |
| 3M | +2.8% | -20.5% | +23.3% | +6.1% |
| 6M | +17.6% | +39.0% | -21.4% | +3.4% |
| YTD | -3.2% | +117.5% | -120.7% | -25.8% |
| 1Y | +0.4% | +233.8% | -233.3% | -33.0% |
| 3Y | +128.2% | +295.4% | -167.2% | +25.4% |
| All | +128.2% | +290.6% | -162.5% | +25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling